+213.3%
AMGN vs SE
+589.8%
-376.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | +1.1% | -6.1% | +7.2% | +1.5% |
| 30D | +7.8% | -2.5% | +10.3% | +7.9% |
| 3M | +27.3% | +21.7% | +5.5% | +25.5% |
| 6M | +16.8% | +27.0% | -10.2% | +14.7% |
| YTD | +36.3% | -12.1% | +48.5% | +36.5% |
| 1Y | +60.4% | -40.9% | +101.3% | +64.3% |
| 3Y | +86.3% | +191.0% | -104.7% | +69.3% |
| 5Y | +125.7% | -68.3% | +193.9% | +141.0% |
| All | +213.3% | +589.8% | -376.5% | +108.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling