+280.4%
AMGN vs TEAM
+802.8%
-522.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.1% | -1.4% |
| 7D | +1.1% | -0.4% | +1.6% | +1.1% |
| 30D | +7.8% | +67.3% | -59.5% | +4.1% |
| 3M | +27.3% | +86.8% | -59.5% | +21.7% |
| 6M | +16.8% | +146.8% | -130.0% | +8.8% |
| YTD | +36.3% | +16.9% | +19.4% | +34.3% |
| 1Y | +60.4% | +12.8% | +47.6% | +58.2% |
| 3Y | +86.3% | -7.3% | +93.6% | +83.1% |
| 5Y | +125.7% | -50.7% | +176.4% | +128.5% |
| 10Y | +247.0% | +529.8% | -282.8% | +146.6% |
| All | +280.4% | +802.8% | -522.4% | +160.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling