+475.8%
AMGN vs SFM
+132.6%
+343.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.4% | -1.8% |
| 7D | +1.1% | -0.1% | +1.2% | +1.1% |
| 30D | +7.8% | -4.4% | +12.2% | +8.2% |
| 3M | +27.3% | +1.5% | +25.7% | +26.7% |
| 6M | +16.8% | +6.5% | +10.4% | +15.4% |
| YTD | +36.3% | +2.2% | +34.1% | +35.0% |
| 1Y | +60.4% | -41.9% | +102.3% | +68.3% |
| 3Y | +86.3% | +106.8% | -20.4% | +64.4% |
| 5Y | +125.7% | +231.6% | -105.9% | +84.1% |
| 10Y | +247.0% | +258.4% | -11.4% | +169.2% |
| All | +475.8% | +132.6% | +343.3% | +372.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling