+112.0%
AMGN vs TEAM
-53.2%
+165.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | -11.6% | -4.7% | -7.0% | -11.5% |
| 30D | -5.7% | +17.0% | -22.7% | -5.9% |
| 3M | +14.2% | +85.9% | -71.7% | +12.9% |
| 6M | +5.2% | +116.7% | -111.5% | +3.7% |
| YTD | +22.0% | +9.6% | +12.4% | +23.2% |
| 1Y | +43.6% | -2.5% | +46.2% | +45.6% |
| 3Y | +65.0% | -14.0% | +79.0% | +66.6% |
| 5Y | +112.0% | -53.1% | +165.1% | +113.8% |
| All | +112.0% | -53.2% | +165.3% | +113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TEAM.
Daily Out/Under-Performance
Portfolio return minus TEAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEAM 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 TEAM 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