+174.0%
AMGN vs SE
+562.7%
-388.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.2% |
| 7D | -13.9% | -4.8% | -9.1% | -13.6% |
| 30D | -7.1% | -18.1% | +11.0% | -6.1% |
| 3M | +13.9% | +30.6% | -16.7% | +11.9% |
| 6M | +3.2% | +20.8% | -17.5% | +1.7% |
| YTD | +19.2% | -15.6% | +34.8% | +19.7% |
| 1Y | +41.1% | -44.2% | +85.4% | +45.1% |
| 3Y | +61.3% | +181.5% | -120.2% | +46.8% |
| 5Y | +109.1% | -66.9% | +176.0% | +121.6% |
| All | +174.0% | +562.7% | -388.7% | +83.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling