+222.9%
EWY vs AMGN
+59.9%
+163.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.3% | +4.6% | +3.5% |
| 7D | -0.1% | -13.7% | +13.6% | +2.5% |
| 30D | +7.3% | -8.8% | +16.1% | +8.8% |
| 3M | -5.1% | +7.2% | -12.3% | -7.4% |
| 6M | +42.1% | +1.3% | +40.8% | +40.3% |
| YTD | +94.1% | +17.6% | +76.5% | +86.2% |
| 1Y | +147.8% | +37.2% | +110.7% | +129.0% |
| 3Y | +222.9% | +57.7% | +165.2% | +174.0% |
| All | +222.9% | +59.9% | +163.0% | +174.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling