+66.7%
SNXX vs AMGN
+40.1%
+26.6%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +3.7% | -19.5% | -12.9% |
| 7D | -47.8% | +5.9% | -53.7% | -45.1% |
| 30D | -66.0% | +18.7% | -84.8% | -61.6% |
| 3M | -57.5% | +23.4% | -80.9% | -50.0% |
| 6M | -66.7% | +49.7% | -116.5% | -57.0% |
| All | +66.7% | +40.1% | +26.6% | +143.1% |
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 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