+112.0%
AMGN vs TECH
-42.1%
+154.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -11.6% | -0.1% | -11.6% | -11.6% |
| 30D | -5.7% | +0.3% | -6.0% | -5.7% |
| 3M | +14.2% | +32.9% | -18.7% | +7.6% |
| 6M | +5.2% | +32.1% | -26.9% | -1.8% |
| YTD | +22.0% | +23.4% | -1.4% | +15.5% |
| 1Y | +43.6% | +34.1% | +9.6% | +33.2% |
| 3Y | +65.0% | +2.2% | +62.8% | +57.6% |
| 5Y | +112.0% | -41.8% | +153.9% | +109.5% |
| All | +112.0% | -42.1% | +154.2% | +109.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling