+52.0%
SNOW vs AMGN
+57.8%
-5.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.9% | -5.5% |
| 7D | +2.8% | +1.1% | +1.7% | +2.9% |
| 30D | +6.4% | +7.8% | -1.4% | +6.9% |
| 3M | +38.1% | +27.3% | +10.8% | +39.9% |
| 6M | +100.4% | +16.8% | +83.6% | +106.7% |
| YTD | +53.7% | +36.3% | +17.4% | +52.0% |
| 1Y | +52.0% | +60.4% | -8.5% | +45.5% |
| All | +52.0% | +57.8% | -5.9% | +45.5% |
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