+109.1%
AMGN vs TD
+122.4%
-13.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.1% | -2.4% |
| 7D | -13.9% | -2.6% | -11.3% | -13.4% |
| 30D | -7.1% | -1.0% | -6.1% | -7.0% |
| 3M | +13.9% | +5.6% | +8.3% | +12.2% |
| 6M | +3.2% | +27.1% | -23.9% | -2.8% |
| YTD | +19.2% | +29.4% | -10.2% | +11.7% |
| 1Y | +41.1% | +60.7% | -19.5% | +25.4% |
| 3Y | +61.3% | +127.6% | -66.3% | +31.4% |
| 5Y | +109.1% | +125.4% | -16.3% | +68.1% |
| All | +109.1% | +122.4% | -13.4% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 5y: compounded portfolio wealth divided by compounded TD 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…
5y analysis · Full analysis span regression · 6 months rolling