+65.7%
AMGN vs TGT
+86.7%
-21.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.6% | -1.9% | +2.3% |
| 7D | +5.9% | +9.5% | -3.6% | +3.5% |
| 30D | +18.7% | +6.6% | +12.1% | +16.7% |
| 3M | +23.4% | +11.0% | +12.4% | +20.5% |
| 6M | +49.7% | +29.9% | +19.9% | +40.9% |
| YTD | +49.2% | +71.4% | -22.3% | +33.0% |
| 1Y | +65.7% | +88.6% | -22.9% | +41.9% |
| All | +65.7% | +86.7% | -21.0% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 1y: compounded portfolio wealth divided by compounded TGT 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…
1y analysis · Full analysis span regression · 6 months rolling