+1,269.2%
SMH vs AMGN
+785.0%
+484.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -10.1% | +11.3% | +5.4% |
| 7D | +5.2% | -10.3% | +15.5% | +9.7% |
| 30D | -1.5% | -3.8% | +2.2% | -0.6% |
| 3M | -4.1% | +14.4% | -18.5% | -10.4% |
| 6M | +50.8% | +7.8% | +42.9% | +44.1% |
| YTD | +59.3% | +22.6% | +36.7% | +43.4% |
| 1Y | +94.1% | +44.2% | +49.9% | +62.0% |
| 3Y | +286.7% | +65.8% | +220.9% | +195.1% |
| 5Y | +339.4% | +108.0% | +231.4% | +198.4% |
| 10Y | +1,803.3% | +209.9% | +1,593.4% | +959.5% |
| All | +1,269.2% | +785.0% | +484.2% | +304.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling