+65.8%
AMGN vs SO
+46.8%
+19.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +1.0% | -11.1% | -10.4% |
| 7D | -10.3% | +1.0% | -11.3% | -10.6% |
| 30D | -3.8% | -3.2% | -0.6% | -2.7% |
| 3M | +14.4% | -1.7% | +16.1% | +15.1% |
| 6M | +7.8% | -7.2% | +15.0% | +10.7% |
| YTD | +22.6% | +4.6% | +18.0% | +20.1% |
| 1Y | +44.2% | +1.2% | +43.0% | +42.8% |
| 3Y | +65.8% | +45.3% | +20.5% | +41.1% |
| All | +65.8% | +46.8% | +19.0% | +41.1% |
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