+29.6%
SNOW vs AMGN
+80.5%
-51.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.1% |
| 7D | -2.4% | -13.7% | +11.3% | -0.9% |
| 30D | -1.0% | -8.8% | +7.8% | 0.0% |
| 3M | +36.9% | +7.2% | +29.7% | +35.5% |
| 6M | +83.4% | +1.3% | +82.1% | +83.0% |
| YTD | +50.0% | +17.6% | +32.3% | +45.7% |
| 1Y | +46.5% | +37.2% | +9.4% | +38.8% |
| 3Y | +93.3% | +57.7% | +35.6% | +76.7% |
| 5Y | +3.3% | +106.3% | -103.0% | -11.8% |
| All | +29.6% | +80.5% | -51.0% | +18.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling