+195.5%
AMGN vs TGT
+207.4%
-11.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | -13.7% | -5.2% | -8.5% | -12.8% |
| 30D | -8.8% | +1.2% | -10.0% | -9.0% |
| 3M | +7.2% | +18.4% | -11.2% | +3.8% |
| 6M | +1.3% | +33.4% | -32.2% | -4.1% |
| YTD | +17.6% | +63.8% | -46.2% | +7.1% |
| 1Y | +37.2% | +77.2% | -40.0% | +22.9% |
| 3Y | +57.7% | +41.8% | +16.0% | +42.5% |
| 5Y | +106.3% | -25.5% | +131.8% | +107.9% |
| All | +195.5% | +207.4% | -11.8% | +106.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling