+45.0%
EEM vs AMGN
+103.1%
-58.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.5% |
| 7D | -1.3% | -13.7% | +12.4% | +0.8% |
| 30D | +2.1% | -8.8% | +10.9% | +3.3% |
| 3M | +1.0% | +7.2% | -6.2% | -0.5% |
| 6M | +15.9% | +1.3% | +14.6% | +15.1% |
| YTD | +24.6% | +17.6% | +7.0% | +20.8% |
| 1Y | +32.3% | +37.2% | -4.9% | +24.7% |
| 3Y | +85.9% | +57.7% | +28.2% | +69.4% |
| All | +45.0% | +103.1% | -58.1% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 5y: compounded portfolio wealth divided by compounded AMGN 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…
5y analysis · Full analysis span regression · 6 months rolling