+158.5%
AMGN vs SAN
+300.6%
-142.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.3% | +0.7% |
| 7D | -2.2% | +3.4% | -5.6% | -2.7% |
| 30D | +12.1% | -6.3% | +18.4% | +13.0% |
| 3M | +13.6% | -14.1% | +27.8% | +16.0% |
| 6M | +43.9% | +4.2% | +39.8% | +42.3% |
| YTD | +45.9% | +9.0% | +36.9% | +42.8% |
| 1Y | +42.1% | +18.8% | +23.4% | +37.3% |
| 3Y | +91.6% | +252.0% | -160.4% | +59.9% |
| 5Y | +158.5% | +299.5% | -141.0% | +112.6% |
| All | +158.5% | +300.6% | -142.0% | +112.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling