+216.6%
AMGN vs SIMO
+548.4%
-331.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.6% |
| 7D | -11.6% | +14.5% | -26.2% | -12.5% |
| 30D | -5.7% | +20.4% | -26.1% | -7.1% |
| 3M | +14.2% | +7.1% | +7.1% | +12.3% |
| 6M | +5.2% | +129.2% | -124.1% | -4.9% |
| YTD | +22.0% | +201.9% | -180.0% | +7.1% |
| 1Y | +43.6% | +235.5% | -191.9% | +24.6% |
| 3Y | +65.0% | +463.8% | -398.8% | +34.0% |
| 5Y | +112.0% | +306.7% | -194.6% | +73.7% |
| 10Y | +216.6% | +579.5% | -362.9% | +121.8% |
| All | +216.6% | +548.4% | -331.9% | +121.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling