+109.1%
AMGN vs TE
-49.6%
+158.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.7% | +4.5% | -2.2% |
| 7D | -13.9% | +0.9% | -14.8% | -13.9% |
| 30D | -7.1% | -16.3% | +9.1% | -7.0% |
| 3M | +13.9% | -40.8% | +54.7% | +14.5% |
| 6M | +3.2% | -42.6% | +45.9% | +3.4% |
| YTD | +19.2% | -31.4% | +50.7% | +18.5% |
| 1Y | +41.1% | +144.9% | -103.8% | +34.9% |
| 3Y | +61.3% | -26.0% | +87.3% | +53.7% |
| 5Y | +109.1% | -48.5% | +157.5% | +96.3% |
| All | +109.1% | -49.6% | +158.7% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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