+32.1%
SNOW vs AMGN
+88.1%
-56.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -10.1% | +9.6% | +0.6% |
| 7D | +4.9% | -10.3% | +15.2% | +6.1% |
| 30D | +1.5% | -3.8% | +5.3% | +1.9% |
| 3M | +39.5% | +14.4% | +25.1% | +37.1% |
| 6M | +85.9% | +7.8% | +78.1% | +84.1% |
| YTD | +52.9% | +22.6% | +30.4% | +47.9% |
| 1Y | +48.1% | +44.2% | +3.9% | +39.4% |
| 3Y | +102.2% | +65.8% | +36.4% | +83.6% |
| 5Y | +5.5% | +108.0% | -102.5% | -9.7% |
| All | +32.1% | +88.1% | -56.0% | +20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling