+107.5%
SOXX vs AMGN
+39.2%
+68.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +1.9% |
| 7D | +1.4% | -13.7% | +15.1% | +2.2% |
| 30D | -3.6% | -8.8% | +5.2% | -3.4% |
| 3M | -10.2% | +7.2% | -17.4% | -12.2% |
| 6M | +54.2% | +1.3% | +53.0% | +51.5% |
| YTD | +75.2% | +17.6% | +57.6% | +69.0% |
| 1Y | +107.5% | +37.2% | +70.3% | +94.0% |
| All | +107.5% | +39.2% | +68.3% | +94.0% |
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