+706.7%
ETN vs AMGN
+206.2%
+500.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.3% | +5.3% | +4.4% |
| 7D | +3.5% | -13.7% | +17.2% | +8.5% |
| 30D | -7.5% | -8.8% | +1.3% | -5.1% |
| 3M | +8.3% | +7.2% | +1.1% | +4.3% |
| 6M | +20.2% | +1.3% | +18.9% | +18.0% |
| YTD | +34.7% | +17.6% | +17.0% | +24.5% |
| 1Y | +19.4% | +37.2% | -17.7% | +3.6% |
| 3Y | +85.5% | +57.7% | +27.8% | +46.6% |
| 5Y | +186.6% | +106.3% | +80.3% | +95.1% |
| All | +706.7% | +206.2% | +500.5% | +344.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling