+102.6%
AMGN vs TE
-48.3%
+150.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +10.0% | -20.1% | -10.2% |
| 7D | -10.3% | +18.2% | -28.5% | -10.4% |
| 30D | -3.8% | -13.5% | +9.7% | -3.6% |
| 3M | +14.4% | -44.6% | +59.0% | +15.1% |
| 6M | +7.8% | -24.7% | +32.5% | +7.5% |
| YTD | +22.6% | -24.3% | +46.8% | +21.8% |
| 1Y | +44.2% | +155.6% | -111.3% | +38.5% |
| 3Y | +65.8% | -18.3% | +84.1% | +57.9% |
| 5Y | +108.0% | -41.3% | +149.3% | +99.3% |
| All | +102.6% | -48.3% | +150.8% | +115.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling