+3,497.5%
AMGN vs SRE
+1,553.2%
+1,944.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +1.7% | -11.8% | -10.6% |
| 7D | -10.3% | +1.4% | -11.7% | -10.7% |
| 30D | -3.8% | +1.9% | -5.7% | -4.6% |
| 3M | +14.4% | -3.3% | +17.7% | +15.3% |
| 6M | +7.8% | -6.4% | +14.2% | +9.7% |
| YTD | +22.6% | -1.8% | +24.4% | +22.5% |
| 1Y | +44.2% | +10.7% | +33.5% | +38.3% |
| 3Y | +65.8% | +31.8% | +34.0% | +46.8% |
| 5Y | +108.0% | +49.2% | +58.8% | +74.4% |
| 10Y | +209.9% | +118.5% | +91.3% | +117.6% |
| All | +3,497.5% | +1,553.2% | +1,944.3% | +1,278.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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