+324.2%
SMH vs AMGN
+106.4%
+217.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -2.0% |
| 7D | +1.4% | -13.9% | +15.3% | +4.5% |
| 30D | -2.2% | -7.1% | +4.9% | -1.0% |
| 3M | -1.9% | +13.9% | -15.8% | -5.7% |
| 6M | +41.0% | +3.2% | +37.8% | +38.7% |
| YTD | +55.6% | +19.2% | +36.3% | +47.3% |
| 1Y | +86.8% | +41.1% | +45.7% | +68.5% |
| 3Y | +277.7% | +61.3% | +216.4% | +221.2% |
| 5Y | +324.2% | +109.1% | +215.1% | +222.3% |
| All | +324.2% | +106.4% | +217.8% | +222.3% |
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