+59.9%
AMGN vs SEI
+560.9%
-501.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.2% | +3.0% | -2.3% |
| 7D | -13.9% | +20.7% | -34.5% | -13.9% |
| 30D | -7.1% | +9.1% | -16.3% | -7.1% |
| 3M | +13.9% | -6.0% | +19.9% | +14.1% |
| 6M | +3.2% | +18.9% | -15.7% | +2.9% |
| YTD | +19.2% | +40.1% | -20.9% | +18.3% |
| 1Y | +41.1% | +120.6% | -79.5% | +38.5% |
| All | +59.9% | +560.9% | -501.0% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling