+60,958.4%
AMGN vs THC
+508.9%
+60,449.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.1% | -1.6% |
| 7D | +1.1% | -0.7% | +1.8% | +1.2% |
| 30D | +7.8% | +1.3% | +6.6% | +7.6% |
| 3M | +27.3% | +64.2% | -37.0% | +19.7% |
| 6M | +16.8% | +8.3% | +8.6% | +15.2% |
| YTD | +36.3% | +33.4% | +2.9% | +30.8% |
| 1Y | +60.4% | +37.7% | +22.8% | +53.0% |
| 3Y | +86.3% | +236.8% | -150.4% | +57.0% |
| 5Y | +125.7% | +249.3% | -123.6% | +83.8% |
| 10Y | +247.0% | +995.2% | -748.2% | +116.9% |
| All | +60,958.4% | +508.9% | +60,449.5% | +30,899.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling