+1,036.2%
AMGN vs SGI
+1,794.5%
-758.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +0.1% |
| 7D | +1.5% | -10.7% | +12.2% | +2.7% |
| 30D | +13.1% | -3.6% | +16.7% | +13.5% |
| 3M | +12.9% | -5.4% | +18.3% | +13.4% |
| 6M | +40.8% | -7.0% | +47.8% | +41.4% |
| YTD | +45.6% | -31.6% | +77.2% | +50.5% |
| 1Y | +42.7% | -33.5% | +76.3% | +47.9% |
| 3Y | +91.2% | +66.5% | +24.7% | +78.7% |
| 5Y | +158.1% | +42.2% | +116.0% | +140.4% |
| 10Y | +322.3% | +320.9% | +1.4% | +230.5% |
| All | +1,036.2% | +1,794.5% | -758.3% | +567.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling