+37.2%
AMGN vs SE
-45.5%
+82.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.3% |
| 7D | -13.7% | -5.2% | -8.5% | -13.6% |
| 30D | -8.8% | -17.1% | +8.3% | -8.4% |
| 3M | +7.2% | +24.0% | -16.8% | +6.4% |
| 6M | +1.3% | +21.0% | -19.7% | +0.1% |
| YTD | +17.6% | -16.7% | +34.4% | +17.7% |
| 1Y | +37.2% | -45.9% | +83.1% | +41.4% |
| All | +37.2% | -45.5% | +82.7% | +41.4% |
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