+90.9%
AMGN vs SO
+52.8%
+38.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +0.9% | -0.1% | +1.0% | +0.9% |
| 30D | +12.1% | +8.7% | +3.5% | +8.8% |
| 3M | +12.2% | +3.4% | +8.8% | +10.7% |
| 6M | +42.1% | +3.7% | +38.4% | +40.2% |
| YTD | +45.0% | +10.0% | +35.0% | +39.4% |
| 1Y | +47.7% | +6.6% | +41.1% | +43.9% |
| All | +90.9% | +52.8% | +38.0% | +62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling