+94.8%
SNOW vs AMGN
+65.8%
+29.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | +8.4% | -11.6% | +20.0% | +9.5% |
| 30D | -1.0% | -5.7% | +4.7% | -0.5% |
| 3M | +38.3% | +14.2% | +24.1% | +36.4% |
| 6M | +81.3% | +5.2% | +76.1% | +81.1% |
| YTD | +51.1% | +22.0% | +29.1% | +46.6% |
| 1Y | +47.0% | +43.6% | +3.3% | +38.6% |
| All | +94.8% | +65.8% | +29.0% | +70.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling