+160.1%
AMGN vs SE
-78.2%
+238.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.3% |
| 7D | +1.1% | -0.5% | +1.6% | +1.1% |
| 30D | +9.3% | -20.9% | +30.2% | +9.7% |
| 3M | +12.1% | -38.9% | +51.0% | +12.9% |
| 6M | +40.3% | -19.4% | +59.7% | +40.6% |
| YTD | +45.2% | -40.9% | +86.1% | +46.1% |
| 1Y | +42.4% | -46.2% | +88.6% | +43.5% |
| 3Y | +91.0% | +63.7% | +27.3% | +88.2% |
| All | +160.1% | -78.2% | +238.3% | +170.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling