+41.1%
AMGN vs SO
-0.5%
+41.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -2.1% |
| 7D | -13.9% | -1.1% | -12.7% | -13.7% |
| 30D | -7.1% | -3.7% | -3.4% | -6.4% |
| 3M | +13.9% | -5.9% | +19.8% | +15.7% |
| 6M | +3.2% | -7.3% | +10.6% | +4.9% |
| YTD | +19.2% | +3.1% | +16.1% | +21.3% |
| 1Y | +41.1% | -1.0% | +42.1% | +40.3% |
| All | +41.1% | -0.5% | +41.6% | +40.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling