+91.0%
AMGN vs SNPS
-11.8%
+102.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | +1.1% | +1.1% | +0.1% | +1.1% |
| 30D | +9.3% | -5.2% | +14.4% | +9.6% |
| 3M | +12.1% | +10.6% | +1.5% | +11.0% |
| 6M | +40.3% | -10.6% | +50.9% | +41.0% |
| YTD | +45.2% | -3.1% | +48.3% | +44.4% |
| 1Y | +42.4% | +15.6% | +26.9% | +39.2% |
| 3Y | +91.0% | -12.9% | +104.0% | +83.7% |
| All | +91.0% | -11.8% | +102.9% | +83.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling