+1,373.9%
AMGN vs SNY
+241.9%
+1,132.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.5% | -1.4% |
| 7D | -13.7% | -3.3% | -10.4% | -12.5% |
| 30D | -8.8% | -2.2% | -6.6% | -7.9% |
| 3M | +7.2% | -3.0% | +10.2% | +8.5% |
| 6M | +1.3% | +2.7% | -1.5% | +0.1% |
| YTD | +17.6% | -6.8% | +24.5% | +20.5% |
| 1Y | +37.2% | -5.3% | +42.4% | +39.5% |
| 3Y | +57.7% | -9.8% | +67.5% | +59.5% |
| 5Y | +106.3% | +9.7% | +96.6% | +89.9% |
| 10Y | +205.3% | +64.5% | +140.8% | +137.8% |
| All | +1,373.9% | +241.9% | +1,132.0% | +705.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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