+54,540.2%
AMGN vs SYY
+4,545.1%
+49,995.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.1% |
| 7D | -11.6% | -0.2% | -11.4% | -11.6% |
| 30D | -5.7% | -2.7% | -2.9% | -5.0% |
| 3M | +14.2% | +5.9% | +8.3% | +12.5% |
| 6M | +5.2% | -2.3% | +7.5% | +5.3% |
| YTD | +22.0% | +13.1% | +8.9% | +17.2% |
| 1Y | +43.6% | +3.8% | +39.9% | +41.1% |
| 3Y | +65.0% | +26.7% | +38.3% | +53.1% |
| 5Y | +112.0% | +19.4% | +92.6% | +97.2% |
| 10Y | +216.6% | +112.0% | +104.6% | +132.3% |
| All | +54,540.2% | +4,545.1% | +49,995.1% | +16,966.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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