+9.5%
SNOW vs AMGN
+64.6%
-55.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.7% | -5.2% | -1.1% |
| 7D | -14.5% | +5.9% | -20.4% | -14.0% |
| 30D | -14.3% | +18.7% | -33.0% | -12.9% |
| 3M | -8.3% | +23.4% | -31.7% | -6.1% |
| 6M | +101.5% | +49.7% | +51.8% | +109.9% |
| YTD | +32.5% | +49.2% | -16.7% | +33.8% |
| 1Y | +9.5% | +65.7% | -56.3% | +10.7% |
| All | +9.5% | +64.6% | -55.1% | +10.7% |
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