+35.1%
AMGN vs TEM
+47.5%
-12.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | -13.7% | -8.7% | -5.0% | -13.3% |
| 30D | -8.8% | +8.1% | -16.9% | -9.4% |
| 3M | +7.2% | +19.0% | -11.8% | +5.6% |
| 6M | +1.3% | +12.0% | -10.7% | -0.2% |
| YTD | +17.6% | -0.1% | +17.7% | +16.5% |
| 1Y | +37.2% | -33.5% | +70.7% | +38.6% |
| All | +35.1% | +47.5% | -12.4% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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