-26.1%
SNOW vs AMGN
+156.1%
-182.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.5% |
| 7D | +5.5% | +1.1% | +4.3% | +5.4% |
| 30D | -13.2% | +9.3% | -22.4% | -13.9% |
| 3M | -13.7% | +12.1% | -25.8% | -14.8% |
| 6M | +91.0% | +40.3% | +50.7% | +84.0% |
| YTD | +32.7% | +45.2% | -12.5% | +26.4% |
| 1Y | +13.3% | +42.4% | -29.2% | +8.3% |
| 3Y | +83.4% | +91.0% | -7.7% | +64.8% |
| All | -26.1% | +156.1% | -182.2% | -41.3% |
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