+209.9%
AMGN vs SUI
+104.3%
+105.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.5% | -8.6% | -9.7% |
| 7D | -10.3% | -3.1% | -7.1% | -9.4% |
| 30D | -3.8% | -2.3% | -1.5% | -3.2% |
| 3M | +14.4% | -2.8% | +17.2% | +15.2% |
| 6M | +7.8% | -12.4% | +20.2% | +11.7% |
| YTD | +22.6% | -3.3% | +25.9% | +23.4% |
| 1Y | +44.2% | -5.8% | +50.0% | +46.2% |
| 3Y | +65.8% | +12.5% | +53.3% | +58.9% |
| 5Y | +108.0% | -32.9% | +140.8% | +125.8% |
| 10Y | +209.9% | +104.4% | +105.5% | +175.3% |
| All | +209.9% | +104.3% | +105.5% | +175.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 10y: compounded portfolio wealth divided by compounded SUI 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…
10y analysis · Full analysis span regression · 6 months rolling