+160.1%
AMGN vs SNPS
+30.3%
+129.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.9% |
| 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% | +86.3% |
| All | +160.1% | +30.3% | +129.8% | +143.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling