+103.4%
AMGN vs SEI
+999.8%
-896.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.1% | -6.4% | -1.4% |
| 7D | -13.7% | +22.6% | -36.3% | -13.8% |
| 30D | -8.8% | +9.1% | -17.9% | -8.8% |
| 3M | +7.2% | -11.3% | +18.5% | +7.5% |
| 6M | +1.3% | +22.0% | -20.8% | +0.9% |
| YTD | +17.6% | +47.3% | -29.6% | +16.5% |
| 1Y | +37.2% | +124.8% | -87.6% | +34.5% |
| 3Y | +57.7% | +591.3% | -533.5% | +45.8% |
| All | +103.4% | +999.8% | -896.4% | +83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling