+119.3%
AMGN vs SN
+671.3%
-551.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.5% |
| 7D | +1.1% | +1.5% | -0.4% | +1.0% |
| 30D | +9.3% | +21.5% | -12.2% | +7.5% |
| 3M | +12.1% | +20.0% | -7.9% | +10.2% |
| 6M | +40.3% | +119.9% | -79.7% | +31.6% |
| YTD | +45.2% | +102.3% | -57.1% | +36.7% |
| 1Y | +42.4% | +148.0% | -105.6% | +32.2% |
| 3Y | +91.0% | +450.0% | -359.0% | +66.0% |
| All | +119.3% | +671.3% | -551.9% | +90.2% |
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