+158.1%
AMGN vs SFM
+112.8%
+45.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.3% |
| 7D | +1.5% | -0.4% | +1.9% | +1.5% |
| 30D | +13.1% | -19.2% | +32.3% | +14.5% |
| 3M | +12.9% | -40.3% | +53.2% | +16.9% |
| 6M | +40.8% | -40.9% | +81.6% | +45.6% |
| YTD | +45.6% | -35.5% | +81.1% | +49.3% |
| 1Y | +42.7% | -37.4% | +80.2% | +46.6% |
| 3Y | +91.2% | +25.5% | +65.7% | +75.7% |
| 5Y | +158.1% | +113.0% | +45.1% | +129.4% |
| All | +158.1% | +112.8% | +45.4% | +129.4% |
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 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