+87.6%
SMH vs AMGN
+39.2%
+48.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.6% |
| 7D | +0.3% | -13.7% | +14.0% | +1.1% |
| 30D | -2.8% | -8.8% | +6.0% | -2.6% |
| 3M | -6.7% | +7.2% | -13.9% | -8.5% |
| 6M | +41.8% | +1.3% | +40.5% | +40.0% |
| YTD | +57.9% | +17.6% | +40.2% | +53.6% |
| 1Y | +87.6% | +37.2% | +50.5% | +77.1% |
| All | +87.6% | +39.2% | +48.4% | +77.1% |
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