+113.9%
AMGN vs SMTC
+118.6%
-4.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.5% |
| 7D | -11.6% | +22.5% | -34.1% | -12.3% |
| 30D | -5.7% | +24.9% | -30.6% | -6.6% |
| 3M | +14.2% | +4.1% | +10.1% | +13.6% |
| 6M | +5.2% | +92.6% | -87.4% | +1.1% |
| YTD | +22.0% | +122.5% | -100.5% | +16.3% |
| 1Y | +43.6% | +166.2% | -122.6% | +35.6% |
| 3Y | +65.0% | +577.2% | -512.2% | +42.6% |
| All | +113.9% | +118.6% | -4.7% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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