+65.8%
AMGN vs SFM
+96.9%
-31.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -6.5% | -3.6% | -9.7% |
| 7D | -10.3% | -5.8% | -4.4% | -9.9% |
| 30D | -3.8% | -11.4% | +7.6% | -3.1% |
| 3M | +14.4% | -12.2% | +26.6% | +15.1% |
| 6M | +7.8% | -5.2% | +13.0% | +8.0% |
| YTD | +22.6% | -4.5% | +27.0% | +22.5% |
| 1Y | +44.2% | -45.4% | +89.6% | +50.1% |
| 3Y | +65.8% | +91.1% | -25.3% | +32.4% |
| All | +65.8% | +96.9% | -31.1% | +32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling