+1,104.9%
AMGN vs TDY
+6,969.6%
-5,864.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.5% | -2.3% |
| 7D | -13.9% | -1.9% | -12.0% | -13.5% |
| 30D | -7.1% | -12.5% | +5.4% | -4.5% |
| 3M | +13.9% | -0.8% | +14.7% | +14.0% |
| 6M | +3.2% | -9.0% | +12.2% | +5.1% |
| YTD | +19.2% | +16.8% | +2.4% | +14.7% |
| 1Y | +41.1% | +9.5% | +31.7% | +37.6% |
| 3Y | +61.3% | +45.4% | +15.9% | +46.8% |
| 5Y | +109.1% | +37.8% | +71.2% | +90.3% |
| 10Y | +209.4% | +470.2% | -260.8% | +102.3% |
| All | +1,104.9% | +6,969.6% | -5,864.8% | +363.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling