+5.2%
AMGN vs IEFA
+11.9%
-6.7%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | 0.0% |
| 7D | -11.6% | -0.5% | -11.2% | -11.4% |
| 30D | -5.7% | -1.1% | -4.6% | -5.1% |
| 3M | +14.2% | +5.1% | +9.1% | +11.4% |
| 6M | +5.2% | +9.3% | -4.1% | 0.0% |
| All | +5.2% | +11.9% | -6.7% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded IEFA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling