+325.7%
AMGN vs SFM
+140.2%
+185.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | +1.1% | +6.0% | -4.9% | +0.5% |
| 30D | +9.3% | -19.5% | +28.7% | +11.2% |
| 3M | +12.1% | -37.0% | +49.1% | +17.0% |
| 6M | +40.3% | -41.0% | +81.3% | +47.0% |
| YTD | +45.2% | -34.6% | +79.8% | +49.9% |
| 1Y | +42.4% | -36.3% | +78.7% | +47.4% |
| 3Y | +91.0% | +24.5% | +66.5% | +75.8% |
| 5Y | +157.4% | +115.9% | +41.5% | +115.7% |
| All | +325.7% | +140.2% | +185.5% | +239.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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