+199.6%
AMGN vs SO
+160.7%
+38.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -2.0% |
| 7D | -13.9% | -1.1% | -12.7% | -13.5% |
| 30D | -7.1% | -3.7% | -3.4% | -5.9% |
| 3M | +13.9% | -5.9% | +19.8% | +16.4% |
| 6M | +3.2% | -7.3% | +10.6% | +6.0% |
| YTD | +19.2% | +3.1% | +16.1% | +17.4% |
| 1Y | +41.1% | -1.0% | +42.1% | +40.9% |
| 3Y | +61.3% | +43.2% | +18.0% | +39.3% |
| 5Y | +109.1% | +59.1% | +49.9% | +71.3% |
| All | +199.6% | +160.7% | +38.9% | +114.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 10y: compounded portfolio wealth divided by compounded SO 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…
10y analysis · Full analysis span regression · 6 months rolling