+980.0%
SMCI vs AMGN
+103.1%
+876.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.3% | +8.6% | +7.7% |
| 7D | +1.3% | -13.7% | +15.0% | +5.3% |
| 30D | +6.6% | -8.8% | +15.4% | +8.9% |
| 3M | +25.4% | +7.2% | +18.2% | +21.4% |
| 6M | +26.1% | +1.3% | +24.9% | +24.3% |
| YTD | +37.0% | +17.6% | +19.4% | +30.0% |
| 1Y | -8.8% | +37.2% | -45.9% | -17.0% |
| 3Y | +44.6% | +57.7% | -13.1% | +29.4% |
| All | +980.0% | +103.1% | +876.9% | +766.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling