+112.0%
AMGN vs SE
-66.7%
+178.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | -0.4% |
| 7D | -11.6% | -3.6% | -8.0% | -11.6% |
| 30D | -5.7% | -5.3% | -0.4% | -5.6% |
| 3M | +14.2% | +28.1% | -13.9% | +13.7% |
| 6M | +5.2% | +20.7% | -15.5% | +4.7% |
| YTD | +22.0% | -14.8% | +36.8% | +22.0% |
| 1Y | +43.6% | -43.6% | +87.2% | +44.5% |
| 3Y | +65.0% | +184.2% | -119.2% | +61.0% |
| 5Y | +112.0% | -66.3% | +178.4% | +117.8% |
| All | +112.0% | -66.7% | +178.8% | +117.8% |
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