+432.9%
SNXX vs AMGN
+28.0%
+404.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.6% | +24.9% | +21.8% |
| 7D | +34.9% | +1.1% | +33.8% | +36.8% |
| 30D | +52.5% | +7.8% | +44.7% | +64.6% |
| 3M | -41.3% | +27.3% | -68.6% | -28.4% |
| 6M | +293.8% | +16.8% | +276.9% | +334.6% |
| All | +432.9% | +28.0% | +404.9% | +644.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling