+856.1%
EEM vs AMGN
+914.4%
-58.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -10.1% | +10.3% | +4.3% |
| 7D | +3.1% | -10.3% | +13.3% | +7.4% |
| 30D | +4.9% | -3.8% | +8.6% | +6.0% |
| 3M | +5.2% | +14.4% | -9.2% | -1.4% |
| 6M | +20.7% | +7.8% | +12.9% | +15.7% |
| YTD | +26.5% | +22.6% | +3.9% | +14.3% |
| 1Y | +37.8% | +44.2% | -6.4% | +15.7% |
| 3Y | +91.0% | +65.8% | +25.2% | +45.8% |
| 5Y | +47.0% | +108.0% | -60.9% | -1.0% |
| 10Y | +125.6% | +209.9% | -84.3% | +18.0% |
| All | +856.1% | +914.4% | -58.4% | +138.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling