+112.0%
AMGN vs SAN
+384.1%
-272.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.3% |
| 7D | -11.6% | -0.5% | -11.2% | -11.6% |
| 30D | -5.7% | -0.1% | -5.6% | -5.7% |
| 3M | +14.2% | +19.6% | -5.4% | +10.9% |
| 6M | +5.2% | +32.7% | -27.5% | +0.3% |
| YTD | +22.0% | +26.7% | -4.7% | +16.9% |
| 1Y | +43.6% | +51.6% | -8.0% | +34.1% |
| 3Y | +65.0% | +348.7% | -283.7% | +33.4% |
| 5Y | +112.0% | +378.7% | -266.7% | +68.0% |
| All | +112.0% | +384.1% | -272.0% | +68.0% |
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