+159.8%
AMGN vs TENB
+1.4%
+158.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.6% | -8.5% | -10.0% |
| 7D | -10.3% | -5.0% | -5.3% | -9.9% |
| 30D | -3.8% | -7.4% | +3.6% | -3.4% |
| 3M | +14.4% | +22.3% | -7.9% | +11.9% |
| 6M | +7.8% | +60.2% | -52.3% | +2.7% |
| YTD | +22.6% | +43.2% | -20.6% | +17.6% |
| 1Y | +44.2% | +8.2% | +36.1% | +41.9% |
| 3Y | +65.8% | -23.8% | +89.6% | +66.5% |
| 5Y | +108.0% | -26.9% | +134.8% | +103.0% |
| All | +159.8% | +1.4% | +158.4% | +117.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling