-37.6%
SMCI vs AMGN
+64.6%
-102.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.7% | -9.4% | -6.4% |
| 7D | -17.3% | +5.9% | -23.2% | -18.4% |
| 30D | -31.5% | +18.7% | -50.2% | -34.3% |
| 3M | -6.6% | +23.4% | -30.0% | -13.1% |
| 6M | +6.0% | +49.7% | -43.7% | -9.3% |
| YTD | +1.1% | +49.2% | -48.0% | -9.5% |
| 1Y | -37.6% | +65.7% | -103.3% | -40.0% |
| All | -37.6% | +64.6% | -102.2% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 1y: compounded portfolio wealth divided by compounded AMGN 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…
1y analysis · Full analysis span regression · 6 months rolling