+37.0%
AMGN vs TEM
+46.9%
-9.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | -2.0% |
| 7D | -13.9% | -9.2% | -4.7% | -13.4% |
| 30D | -7.1% | +5.5% | -12.6% | -7.6% |
| 3M | +13.9% | +18.7% | -4.8% | +12.3% |
| 6M | +3.2% | +15.4% | -12.2% | +1.5% |
| YTD | +19.2% | -0.5% | +19.8% | +18.1% |
| 1Y | +41.1% | -24.8% | +66.0% | +41.6% |
| All | +37.0% | +46.9% | -9.9% | +33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling