+906.8%
AMGN vs TEL
+707.4%
+199.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -11.6% | +1.2% | -12.9% | -11.9% |
| 30D | -5.7% | -4.1% | -1.6% | -4.6% |
| 3M | +14.2% | -2.6% | +16.8% | +14.7% |
| 6M | +5.2% | 0.0% | +5.2% | +4.2% |
| YTD | +22.0% | -9.1% | +31.0% | +23.7% |
| 1Y | +43.6% | -0.8% | +44.5% | +41.4% |
| 3Y | +65.0% | +67.4% | -2.4% | +35.9% |
| 5Y | +112.0% | +51.8% | +60.3% | +76.1% |
| 10Y | +216.6% | +299.4% | -82.9% | +82.6% |
| All | +906.8% | +707.4% | +199.4% | +320.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling