+195.5%
AMGN vs TDY
+479.2%
-283.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.6% | -1.7% |
| 7D | -13.7% | -1.1% | -12.6% | -13.4% |
| 30D | -8.8% | -12.0% | +3.2% | -5.7% |
| 3M | +7.2% | -3.2% | +10.4% | +7.9% |
| 6M | +1.3% | -7.9% | +9.1% | +3.1% |
| YTD | +17.6% | +18.2% | -0.6% | +11.7% |
| 1Y | +37.2% | +6.7% | +30.5% | +33.7% |
| 3Y | +57.7% | +47.5% | +10.2% | +39.4% |
| 5Y | +106.3% | +39.5% | +66.8% | +82.2% |
| All | +195.5% | +479.2% | -283.7% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling