+65.7%
AMGN vs SE
-48.0%
+113.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.5% | -0.7% | +3.6% |
| 7D | +5.9% | +6.7% | -0.8% | +5.7% |
| 30D | +18.7% | -17.2% | +35.9% | +19.2% |
| 3M | +23.4% | -28.0% | +51.4% | +24.2% |
| 6M | +49.7% | -6.1% | +55.8% | +49.3% |
| YTD | +49.2% | -37.1% | +86.3% | +49.5% |
| 1Y | +65.7% | -48.8% | +114.5% | +67.1% |
| All | +65.7% | -48.0% | +113.8% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 1y: compounded portfolio wealth divided by compounded SE 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…
1y analysis · Full analysis span regression · 6 months rolling