+60,958.4%
AMGN vs TECH
+101,053.8%
-40,095.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.5% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | +7.8% | +0.7% | +7.1% | +7.7% |
| 3M | +27.3% | +36.3% | -9.1% | +18.5% |
| 6M | +16.8% | +25.6% | -8.7% | +9.6% |
| YTD | +36.3% | +23.7% | +12.6% | +28.1% |
| 1Y | +60.4% | +37.6% | +22.8% | +47.0% |
| 3Y | +86.3% | -6.6% | +92.9% | +81.3% |
| 5Y | +125.7% | -42.2% | +167.9% | +136.5% |
| 10Y | +247.0% | +187.6% | +59.5% | +154.9% |
| All | +60,958.4% | +101,053.8% | -40,095.4% | +21,910.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling