+226.2%
AMGN vs SEI
+606.2%
-380.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +16.3% | -26.4% | -10.9% |
| 7D | -10.3% | +28.8% | -39.1% | -11.5% |
| 30D | -3.8% | +10.4% | -14.1% | -4.4% |
| 3M | +14.4% | -11.4% | +25.8% | +14.5% |
| 6M | +7.8% | +31.2% | -23.4% | +5.1% |
| YTD | +22.6% | +39.7% | -17.1% | +18.5% |
| 1Y | +44.2% | +149.0% | -104.8% | +33.4% |
| 3Y | +65.8% | +560.2% | -494.4% | +34.4% |
| 5Y | +108.0% | +955.7% | -847.7% | +54.1% |
| All | +226.2% | +606.2% | -380.0% | +140.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling