+108.0%
AMGN vs THC
+248.0%
-140.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.3% | -7.8% | -9.8% |
| 7D | -10.3% | -2.6% | -7.7% | -10.0% |
| 30D | -3.8% | -1.2% | -2.6% | -3.7% |
| 3M | +14.4% | +58.9% | -44.5% | +9.4% |
| 6M | +7.8% | +9.3% | -1.5% | +6.4% |
| YTD | +22.6% | +30.4% | -7.8% | +19.0% |
| 1Y | +44.2% | +34.6% | +9.6% | +39.3% |
| 3Y | +65.8% | +246.7% | -180.9% | +46.2% |
| 5Y | +108.0% | +244.5% | -136.6% | +81.9% |
| All | +108.0% | +248.0% | -140.0% | +81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling