+313.6%
AMGN vs THC
+1,758.3%
-1,444.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | +0.9% | +8.8% | -8.0% | 0.0% |
| 30D | +12.1% | +10.0% | +2.1% | +11.1% |
| 3M | +12.2% | +11.7% | +0.5% | +11.0% |
| 6M | +42.1% | +52.5% | -10.3% | +36.4% |
| YTD | +45.0% | +46.1% | -1.0% | +39.4% |
| 1Y | +47.7% | +49.1% | -1.4% | +41.6% |
| 3Y | +90.4% | +439.6% | -349.2% | +61.0% |
| 5Y | +154.9% | +263.2% | -108.2% | +118.4% |
| 10Y | +313.6% | +1,900.5% | -1,586.9% | +192.5% |
| All | +313.6% | +1,758.3% | -1,444.7% | +192.5% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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