+43.6%
AMGN vs SN
+47.1%
-3.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -4.9% |
| 3M | +14.2% | +31.8% | -17.6% | +11.4% |
| 6M | +5.2% | +52.0% | -46.8% | +1.4% |
| YTD | +22.0% | +51.3% | -29.3% | +17.3% |
| 1Y | +43.6% | +46.9% | -3.2% | +33.2% |
| All | +43.6% | +47.1% | -3.5% | +33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling