+112.0%
AMGN vs SM
+119.2%
-7.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.5% |
| 7D | -11.6% | -0.2% | -11.4% | -11.6% |
| 30D | -5.7% | +20.3% | -26.0% | -6.5% |
| 3M | +14.2% | +22.9% | -8.7% | +12.9% |
| 6M | +5.2% | +47.8% | -42.6% | +2.5% |
| YTD | +22.0% | +107.5% | -85.5% | +16.4% |
| 1Y | +43.6% | +51.7% | -8.1% | +39.2% |
| 3Y | +65.0% | -0.9% | +65.9% | +61.7% |
| 5Y | +112.0% | +112.2% | -0.2% | +94.9% |
| All | +112.0% | +119.2% | -7.2% | +94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling