+195.5%
AMGN vs TEL
+316.2%
-120.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.6% | -4.9% | -2.3% |
| 7D | -13.7% | +1.6% | -15.3% | -14.1% |
| 30D | -8.8% | -0.7% | -8.1% | -8.7% |
| 3M | +7.2% | +2.4% | +4.8% | +6.1% |
| 6M | +1.3% | +4.1% | -2.9% | -0.7% |
| YTD | +17.6% | -5.8% | +23.5% | +18.0% |
| 1Y | +37.2% | +0.9% | +36.3% | +34.5% |
| 3Y | +57.7% | +72.6% | -14.9% | +30.5% |
| 5Y | +106.3% | +57.5% | +48.7% | +71.9% |
| All | +195.5% | +316.2% | -120.6% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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