+109.1%
AMGN vs SGI
+45.9%
+63.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -1.9% |
| 7D | -13.9% | -4.9% | -9.0% | -13.4% |
| 30D | -7.1% | +1.6% | -8.7% | -7.3% |
| 3M | +13.9% | -3.2% | +17.1% | +14.1% |
| 6M | +3.2% | -16.0% | +19.3% | +4.7% |
| YTD | +19.2% | -25.4% | +44.7% | +22.1% |
| 1Y | +41.1% | -21.6% | +62.7% | +43.6% |
| 3Y | +61.3% | +52.9% | +8.4% | +53.6% |
| 5Y | +109.1% | +47.5% | +61.6% | +98.8% |
| All | +109.1% | +45.9% | +63.1% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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