+57.7%
AMGN vs TENB
-34.6%
+92.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.0% | +4.7% | -1.2% |
| 7D | -13.7% | -12.1% | -1.6% | -13.5% |
| 30D | -8.8% | -18.6% | +9.8% | -8.5% |
| 3M | +7.2% | +12.1% | -4.9% | +6.2% |
| 6M | +1.3% | +46.8% | -45.5% | -0.9% |
| YTD | +17.6% | +28.0% | -10.3% | +16.1% |
| 1Y | +37.2% | -1.4% | +38.6% | +38.1% |
| 3Y | +57.7% | -33.9% | +91.7% | +62.4% |
| All | +57.7% | -34.6% | +92.3% | +62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling