+93.4%
AMGN vs TLN
+571.8%
-478.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -2.3% |
| 7D | -13.9% | +2.0% | -15.9% | -13.8% |
| 30D | -7.1% | -12.9% | +5.8% | -7.4% |
| 3M | +13.9% | -7.4% | +21.4% | +13.6% |
| 6M | +3.2% | -6.0% | +9.3% | +3.1% |
| YTD | +19.2% | -16.9% | +36.1% | +18.9% |
| 1Y | +41.1% | -22.6% | +63.8% | +40.6% |
| 3Y | +61.3% | +469.0% | -407.7% | +60.9% |
| All | +93.4% | +571.8% | -478.3% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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