+65.8%
AMGN vs SIMO
+462.5%
-396.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +6.2% | -16.2% | -10.3% |
| 7D | -10.3% | +14.6% | -24.9% | -10.8% |
| 30D | -3.8% | +6.2% | -10.0% | -4.1% |
| 3M | +14.4% | +3.6% | +10.8% | +13.2% |
| 6M | +7.8% | +130.8% | -123.0% | -2.2% |
| YTD | +22.6% | +195.8% | -173.2% | +7.8% |
| 1Y | +44.2% | +225.0% | -180.8% | +25.5% |
| 3Y | +65.8% | +452.3% | -386.5% | +26.4% |
| All | +65.8% | +462.5% | -396.7% | +26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling