+112.0%
AMGN vs SFM
+217.9%
-105.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.5% | -0.2% |
| 7D | -11.6% | -7.2% | -4.5% | -11.1% |
| 30D | -5.7% | -14.3% | +8.7% | -4.6% |
| 3M | +14.2% | -13.7% | +27.9% | +15.3% |
| 6M | +5.2% | -6.0% | +11.2% | +5.4% |
| YTD | +22.0% | -8.2% | +30.2% | +22.2% |
| 1Y | +43.6% | -46.2% | +89.9% | +50.1% |
| 3Y | +65.0% | +83.6% | -18.6% | +48.3% |
| 5Y | +112.0% | +212.7% | -100.7% | +81.7% |
| All | +112.0% | +217.9% | -105.8% | +81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling