+64,930.0%
AMGN vs SAN
+1,735.1%
+63,194.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | +1.1% | +4.0% | -2.9% | +0.2% |
| 30D | +9.3% | -7.8% | +17.1% | +11.1% |
| 3M | +12.1% | -16.4% | +28.5% | +16.2% |
| 6M | +40.3% | +3.5% | +36.7% | +38.3% |
| YTD | +45.2% | +6.7% | +38.5% | +41.5% |
| 1Y | +42.4% | +14.5% | +27.9% | +36.5% |
| 3Y | +91.0% | +243.5% | -152.5% | +41.1% |
| 5Y | +157.4% | +296.2% | -138.8% | +78.6% |
| 10Y | +321.0% | +268.5% | +52.5% | +179.3% |
| All | +64,930.0% | +1,735.1% | +63,194.8% | +28,447.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling