+199.6%
AMGN vs SAN
+347.0%
-147.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | -13.9% | -2.8% | -11.1% | -13.4% |
| 30D | -7.1% | -0.5% | -6.6% | -7.1% |
| 3M | +13.9% | +22.7% | -8.8% | +9.4% |
| 6M | +3.2% | +28.8% | -25.5% | -2.0% |
| YTD | +19.2% | +26.3% | -7.0% | +13.3% |
| 1Y | +41.1% | +48.8% | -7.7% | +30.0% |
| 3Y | +61.3% | +347.2% | -285.9% | +19.8% |
| 5Y | +109.1% | +383.8% | -274.7% | +49.2% |
| All | +199.6% | +347.0% | -147.4% | +115.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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