+65.8%
AMGN vs SM
-2.8%
+68.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +3.6% | -13.7% | -10.3% |
| 7D | -10.3% | -0.2% | -10.1% | -10.3% |
| 30D | -3.8% | +31.5% | -35.3% | -5.4% |
| 3M | +14.4% | +17.3% | -3.0% | +13.0% |
| 6M | +7.8% | +48.5% | -40.7% | +3.9% |
| YTD | +22.6% | +106.3% | -83.7% | +14.2% |
| 1Y | +44.2% | +47.3% | -3.1% | +38.2% |
| 3Y | +65.8% | -1.4% | +67.2% | +61.9% |
| All | +65.8% | -2.8% | +68.6% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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