+65,270.7%
AMGN vs SO
+6,371.5%
+58,899.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -2.2% | +0.8% | -2.9% | -2.4% |
| 30D | +12.1% | +7.8% | +4.3% | +9.1% |
| 3M | +13.6% | +2.9% | +10.7% | +12.3% |
| 6M | +43.9% | +2.5% | +41.5% | +42.4% |
| YTD | +45.9% | +10.3% | +35.7% | +40.2% |
| 1Y | +42.1% | +6.4% | +35.8% | +38.4% |
| 3Y | +91.6% | +52.8% | +38.8% | +62.5% |
| 5Y | +158.5% | +78.7% | +79.8% | +104.7% |
| 10Y | +323.2% | +196.3% | +126.9% | +171.8% |
| All | +65,270.7% | +6,371.5% | +58,899.2% | +15,420.3% |
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