+1,060.1%
AMGN vs SIMO
+2,368.1%
-1,308.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.7% | -8.0% | -0.1% |
| 7D | -2.2% | +0.9% | -3.1% | -2.3% |
| 30D | +12.1% | -25.4% | +37.5% | +14.1% |
| 3M | +13.6% | -17.8% | +31.4% | +14.1% |
| 6M | +43.9% | -29.6% | +73.5% | +44.6% |
| YTD | +45.9% | +100.3% | -54.4% | +31.8% |
| 1Y | +42.1% | +100.4% | -58.2% | +28.3% |
| 3Y | +91.6% | +246.1% | -154.5% | +62.3% |
| 5Y | +158.5% | +189.8% | -31.3% | +118.0% |
| 10Y | +323.2% | +434.6% | -111.4% | +225.7% |
| All | +1,060.1% | +2,368.1% | -1,308.0% | +648.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling