+92.0%
AMGN vs SM
-8.5%
+100.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.6% | -4.9% | +0.4% |
| 7D | -2.2% | +0.3% | -2.5% | -2.2% |
| 30D | +12.1% | -17.3% | +29.4% | +12.7% |
| 3M | +13.6% | -3.6% | +17.2% | +13.1% |
| 6M | +43.9% | +2.9% | +41.0% | +42.0% |
| YTD | +45.9% | +70.2% | -24.3% | +36.1% |
| 1Y | +42.1% | +66.5% | -24.4% | +32.7% |
| All | +92.0% | -8.5% | +100.6% | +89.4% |
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