+103.4%
AMGN vs SU
+348.9%
-245.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -13.7% | +2.2% | -15.9% | -13.8% |
| 30D | -8.8% | +8.4% | -17.2% | -9.3% |
| 3M | +7.2% | +12.1% | -4.9% | +6.3% |
| 6M | +1.3% | +19.7% | -18.4% | -0.3% |
| YTD | +17.6% | +58.4% | -40.8% | +13.3% |
| 1Y | +37.2% | +67.2% | -30.1% | +31.4% |
| 3Y | +57.7% | +125.0% | -67.3% | +48.0% |
| All | +103.4% | +348.9% | -245.5% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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