+52,596.3%
AMGN vs SU
+61,601.3%
-9,005.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -13.7% | +2.2% | -15.9% | -13.7% |
| 30D | -8.8% | +8.4% | -17.2% | -8.8% |
| 3M | +7.2% | +12.1% | -4.9% | +7.2% |
| 6M | +1.3% | +19.7% | -18.4% | +1.2% |
| YTD | +17.6% | +58.4% | -40.8% | +17.6% |
| 1Y | +37.2% | +67.2% | -30.1% | +37.1% |
| 3Y | +57.7% | +125.0% | -67.3% | +57.5% |
| 5Y | +106.3% | +355.1% | -248.8% | +105.7% |
| 10Y | +205.3% | +263.7% | -58.4% | +204.5% |
| All | +52,596.3% | +61,601.3% | -9,005.0% | +50,397.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling