+112.0%
AMGN vs SO
+57.7%
+54.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | -11.6% | 0.0% | -11.7% | -11.7% |
| 30D | -5.7% | -2.5% | -3.2% | -4.9% |
| 3M | +14.2% | -4.2% | +18.4% | +15.9% |
| 6M | +5.2% | -7.7% | +12.8% | +8.0% |
| YTD | +22.0% | +3.8% | +18.2% | +20.0% |
| 1Y | +43.6% | +0.1% | +43.6% | +42.9% |
| 3Y | +65.0% | +44.2% | +20.8% | +44.0% |
| 5Y | +112.0% | +57.9% | +54.2% | +69.0% |
| All | +112.0% | +57.7% | +54.4% | +69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling