+65.7%
AMGN vs SNPS
+6.4%
+59.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +5.9% | -3.9% | +9.8% | +5.7% |
| 30D | +18.7% | -5.2% | +24.0% | +18.6% |
| 3M | +23.4% | +14.6% | +8.8% | +23.7% |
| 6M | +49.7% | -6.9% | +56.7% | +50.0% |
| YTD | +49.2% | -1.4% | +50.6% | +49.6% |
| 1Y | +65.7% | +11.2% | +54.5% | +73.5% |
| All | +65.7% | +6.4% | +59.3% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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