+213.1%
AMGN vs SEI
+644.4%
-431.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.1% | -6.4% | -1.6% |
| 7D | -13.7% | +22.6% | -36.3% | -14.7% |
| 30D | -8.8% | +9.1% | -17.9% | -9.4% |
| 3M | +7.2% | -11.3% | +18.5% | +7.3% |
| 6M | +1.3% | +22.0% | -20.8% | -0.8% |
| YTD | +17.6% | +47.3% | -29.6% | +13.4% |
| 1Y | +37.2% | +124.8% | -87.6% | +27.9% |
| 3Y | +57.7% | +591.3% | -533.5% | +27.6% |
| 5Y | +106.3% | +1,008.2% | -902.0% | +52.4% |
| All | +213.1% | +644.4% | -431.3% | +130.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 10y: compounded portfolio wealth divided by compounded SEI 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…
10y analysis · Full analysis span regression · 6 months rolling