+156.9%
AMGN vs SO
+76.7%
+80.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.0% |
| 3M | +12.2% | +3.4% | +8.8% | +10.8% |
| 6M | +42.1% | +3.7% | +38.4% | +40.2% |
| YTD | +45.0% | +10.0% | +35.0% | +39.8% |
| 1Y | +47.7% | +6.6% | +41.1% | +44.0% |
| 3Y | +90.4% | +52.5% | +37.9% | +63.3% |
| All | +156.9% | +76.7% | +80.3% | +98.2% |
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