+142.7%
EWY vs AMGN
+106.4%
+36.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.2% | -1.9% | -3.7% |
| 7D | +1.2% | -13.9% | +15.1% | +4.3% |
| 30D | +9.3% | -7.1% | +16.4% | +10.6% |
| 3M | +2.4% | +13.9% | -11.5% | -1.5% |
| 6M | +40.3% | +3.2% | +37.0% | +38.1% |
| YTD | +88.0% | +19.2% | +68.8% | +79.1% |
| 1Y | +143.8% | +41.1% | +102.7% | +122.2% |
| 3Y | +217.8% | +61.3% | +156.5% | +174.2% |
| 5Y | +142.7% | +109.1% | +33.7% | +87.2% |
| All | +142.7% | +106.4% | +36.3% | +87.2% |
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