+149.4%
AMGN vs TENB
-9.4%
+158.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.0% | +4.7% | -0.9% |
| 7D | -13.7% | -12.1% | -1.6% | -12.9% |
| 30D | -8.8% | -18.6% | +9.8% | -7.6% |
| 3M | +7.2% | +12.1% | -4.9% | +5.5% |
| 6M | +1.3% | +46.8% | -45.5% | -3.0% |
| YTD | +17.6% | +28.0% | -10.3% | +13.8% |
| 1Y | +37.2% | -1.4% | +38.6% | +35.8% |
| 3Y | +57.7% | -33.9% | +91.7% | +60.2% |
| 5Y | +106.3% | -34.6% | +140.9% | +102.9% |
| All | +149.4% | -9.4% | +158.8% | +110.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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