+194.8%
SNXX vs AMGN
+2.0%
+192.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.3% | -5.7% | -7.9% |
| 7D | -12.0% | -13.7% | +1.7% | -21.1% |
| 30D | +37.9% | -8.8% | +46.7% | +30.9% |
| 3M | -52.7% | +7.2% | -59.9% | -49.8% |
| 6M | +194.8% | +1.3% | +193.5% | +272.1% |
| All | +194.8% | +2.0% | +192.8% | +272.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling