+1,052.9%
AMGN vs SIMO
+2,171.3%
-1,118.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.1% |
| 7D | +0.9% | -16.0% | +16.9% | +2.1% |
| 30D | +12.1% | -35.8% | +47.9% | +15.5% |
| 3M | +12.2% | -26.5% | +38.6% | +13.6% |
| 6M | +42.1% | -33.0% | +75.1% | +43.3% |
| YTD | +45.0% | +84.3% | -39.3% | +31.9% |
| 1Y | +47.7% | +82.0% | -34.3% | +34.4% |
| 3Y | +90.4% | +218.5% | -128.1% | +62.4% |
| 5Y | +154.9% | +175.0% | -20.1% | +115.7% |
| 10Y | +313.6% | +407.5% | -93.9% | +219.5% |
| All | +1,052.9% | +2,171.3% | -1,118.4% | +648.7% |
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