+8,277.8%
AMGN vs SNPS
+6,288.8%
+1,989.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | 0.0% |
| 7D | +1.1% | +1.1% | +0.1% | +0.9% |
| 30D | +9.3% | -5.2% | +14.4% | +10.2% |
| 3M | +12.1% | +10.6% | +1.5% | +8.9% |
| 6M | +40.3% | -10.6% | +50.9% | +41.3% |
| YTD | +45.2% | -3.1% | +48.3% | +42.9% |
| 1Y | +42.4% | +15.6% | +26.9% | +35.2% |
| 3Y | +91.0% | -12.9% | +104.0% | +82.5% |
| 5Y | +157.4% | +31.2% | +126.2% | +119.8% |
| 10Y | +321.0% | +663.4% | -342.4% | +144.5% |
| All | +8,277.8% | +6,288.8% | +1,989.1% | +2,795.7% |
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 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