+32.1%
AMGN vs SPCH
-65.4%
+97.5%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -18.1% | +14.3% | -4.0% |
| 7D | -0.1% | -27.7% | +27.6% | -0.4% |
| 30D | +14.3% | -51.2% | +65.5% | +13.6% |
| 3M | +13.5% | +11.3% | +2.2% | +13.1% |
| All | +32.1% | -65.4% | +97.5% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPCH.
Daily Out/Under-Performance
Portfolio return minus SPCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPCH 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 1y: compounded portfolio wealth divided by compounded SPCH 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…
1y analysis · Full analysis span regression · Available span rolling