+84.3%
AMGN vs SN
+476.8%
-392.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.2% |
| 7D | -11.6% | -3.4% | -8.3% | -11.4% |
| 30D | -5.7% | -9.1% | +3.4% | -5.0% |
| 3M | +14.2% | +31.8% | -17.6% | +11.7% |
| 6M | +5.2% | +52.0% | -46.8% | +1.6% |
| YTD | +22.0% | +51.3% | -29.3% | +17.7% |
| 1Y | +43.6% | +46.9% | -3.2% | +38.8% |
| 3Y | +65.0% | +394.9% | -329.9% | +46.7% |
| All | +84.3% | +476.8% | -392.5% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling