+60,958.4%
AMGN vs SO
+5,976.4%
+54,982.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.8% | -1.3% |
| 7D | +1.1% | -0.2% | +1.3% | +1.2% |
| 30D | +7.8% | -4.6% | +12.4% | +9.6% |
| 3M | +27.3% | -3.0% | +30.3% | +28.6% |
| 6M | +16.8% | -8.3% | +25.1% | +20.4% |
| YTD | +36.3% | +3.5% | +32.8% | +34.2% |
| 1Y | +60.4% | -0.9% | +61.4% | +60.2% |
| 3Y | +86.3% | +45.4% | +41.0% | +61.0% |
| 5Y | +125.7% | +59.6% | +66.0% | +86.3% |
| 10Y | +247.0% | +156.6% | +90.4% | +134.5% |
| All | +60,958.4% | +5,976.4% | +54,982.0% | +14,747.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling