+325.7%
AMGN vs TECH
+187.9%
+137.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | +9.3% | +0.5% | +8.8% | +9.1% |
| 3M | +12.1% | +1.1% | +11.0% | +11.8% |
| 6M | +40.3% | +62.8% | -22.6% | +23.0% |
| YTD | +45.2% | +24.5% | +20.7% | +34.6% |
| 1Y | +42.4% | +20.6% | +21.8% | +33.1% |
| 3Y | +91.0% | +29.5% | +61.6% | +70.0% |
| 5Y | +157.4% | -40.9% | +198.3% | +177.5% |
| All | +325.7% | +187.9% | +137.8% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 10y: compounded portfolio wealth divided by compounded TECH 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…
10y analysis · Full analysis span regression · 6 months rolling