+63.6%
AMGN vs SMR
+81.4%
-17.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.4% |
| 7D | -11.6% | +13.1% | -24.7% | -11.8% |
| 30D | -5.7% | +17.8% | -23.4% | -5.9% |
| 3M | +14.2% | +8.1% | +6.1% | +13.9% |
| 6M | +5.2% | -11.1% | +16.3% | +5.0% |
| YTD | +22.0% | -23.7% | +45.7% | +21.8% |
| 1Y | +43.6% | -69.4% | +113.0% | +45.6% |
| All | +63.6% | +81.4% | -17.8% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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