+983.5%
AMGN vs SIMO
+3,332.4%
-2,348.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.7% | -10.3% | -2.3% |
| 7D | +1.1% | +4.2% | -3.1% | +0.7% |
| 30D | +7.8% | +4.1% | +3.7% | +7.1% |
| 3M | +27.3% | -12.9% | +40.1% | +27.1% |
| 6M | +16.8% | +110.3% | -93.5% | +6.6% |
| YTD | +36.3% | +178.6% | -142.3% | +21.0% |
| 1Y | +60.4% | +220.0% | -159.6% | +40.4% |
| 3Y | +86.3% | +409.0% | -322.7% | +54.3% |
| 5Y | +125.7% | +277.3% | -151.7% | +88.0% |
| 10Y | +247.0% | +506.6% | -259.6% | +167.0% |
| All | +983.5% | +3,332.4% | -2,348.8% | +586.9% |
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