+65.8%
AMGN vs SE
+194.4%
-128.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +1.1% | -11.2% | -10.1% |
| 7D | -10.3% | +0.6% | -10.9% | -10.3% |
| 30D | -3.8% | -0.1% | -3.7% | -3.8% |
| 3M | +14.4% | +34.1% | -19.7% | +13.6% |
| 6M | +7.8% | +23.2% | -15.4% | +7.1% |
| YTD | +22.6% | -11.2% | +33.7% | +22.4% |
| 1Y | +44.2% | -40.5% | +84.7% | +45.1% |
| 3Y | +65.8% | +196.3% | -130.5% | +58.5% |
| All | +65.8% | +194.4% | -128.6% | +58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling