+54,540.2%
AMGN vs TGT
+6,106.6%
+48,433.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.3% |
| 7D | -11.6% | -3.6% | -8.1% | -10.8% |
| 30D | -5.7% | +4.4% | -10.1% | -6.7% |
| 3M | +14.2% | +25.4% | -11.2% | +7.8% |
| 6M | +5.2% | +33.4% | -28.2% | -2.4% |
| YTD | +22.0% | +65.6% | -43.6% | +6.9% |
| 1Y | +43.6% | +80.3% | -36.7% | +23.0% |
| 3Y | +65.0% | +42.1% | +22.9% | +44.3% |
| 5Y | +112.0% | -25.0% | +137.1% | +110.8% |
| 10Y | +216.6% | +208.2% | +8.3% | +104.9% |
| All | +54,540.2% | +6,106.6% | +48,433.5% | +11,651.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling