+7,766.2%
AMGN vs SNPS
+5,427.6%
+2,338.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.4% | +3.8% | -0.5% |
| 7D | +1.1% | -11.0% | +12.1% | +3.3% |
| 30D | +7.8% | -1.7% | +9.6% | +7.8% |
| 3M | +27.3% | -20.4% | +47.6% | +32.1% |
| 6M | +16.8% | -8.6% | +25.4% | +17.3% |
| YTD | +36.3% | -16.2% | +52.5% | +38.8% |
| 1Y | +60.4% | -34.6% | +95.0% | +67.0% |
| 3Y | +86.3% | -14.5% | +100.8% | +79.2% |
| 5Y | +125.7% | +17.0% | +108.7% | +97.8% |
| 10Y | +247.0% | +560.0% | -313.0% | +108.4% |
| All | +7,766.2% | +5,427.6% | +2,338.6% | +2,711.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling