+20,176.5%
ETN vs AMGN
+57,036.4%
-36,859.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -1.5% |
| 7D | +6.2% | -11.6% | +17.9% | +8.7% |
| 30D | -6.7% | -5.7% | -1.0% | -5.8% |
| 3M | +3.6% | +14.2% | -10.6% | +0.3% |
| 6M | +18.3% | +5.2% | +13.1% | +16.4% |
| YTD | +31.5% | +22.0% | +9.5% | +25.3% |
| 1Y | +20.6% | +43.6% | -23.1% | +10.9% |
| 3Y | +82.5% | +65.0% | +17.5% | +61.4% |
| 5Y | +177.8% | +112.0% | +65.7% | +132.0% |
| 10Y | +705.0% | +216.6% | +488.5% | +520.6% |
| All | +20,176.5% | +57,036.4% | -36,859.9% | +9,939.0% |
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