+3.5%
SNOW vs AMGN
+106.4%
-102.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.3% |
| 7D | -7.5% | -13.9% | +6.4% | -6.2% |
| 30D | -1.3% | -7.1% | +5.8% | -0.7% |
| 3M | +37.4% | +13.9% | +23.5% | +35.4% |
| 6M | +88.1% | +3.2% | +84.8% | +87.6% |
| YTD | +50.3% | +19.2% | +31.1% | +46.3% |
| 1Y | +46.0% | +41.1% | +4.9% | +38.4% |
| 3Y | +98.7% | +61.3% | +37.4% | +82.6% |
| 5Y | +3.5% | +109.1% | -105.5% | -10.1% |
| All | +3.5% | +106.4% | -102.9% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling