+47.7%
AMGN vs SIMO
+77.7%
-30.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | 0.0% |
| 7D | +0.9% | -16.0% | +16.9% | +0.7% |
| 30D | +12.1% | -35.8% | +47.9% | +11.9% |
| 3M | +12.2% | -26.5% | +38.6% | +11.8% |
| 6M | +42.1% | -33.0% | +75.1% | +40.3% |
| YTD | +45.0% | +84.3% | -39.3% | +27.1% |
| 1Y | +47.7% | +82.0% | -34.3% | +29.5% |
| All | +47.7% | +77.7% | -30.0% | +29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling