+41.1%
AMGN vs SNPS
-7.2%
+48.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.3% | -2.3% |
| 7D | -13.9% | -4.6% | -9.3% | -13.8% |
| 30D | -7.1% | -3.3% | -3.8% | -7.1% |
| 3M | +13.9% | -13.8% | +27.7% | +14.4% |
| 6M | +3.2% | -8.2% | +11.4% | +2.7% |
| YTD | +19.2% | -15.4% | +34.7% | +19.3% |
| 1Y | +41.1% | +2.4% | +38.7% | +39.8% |
| All | +41.1% | -7.2% | +48.3% | +39.8% |
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