+65.8%
AMGN vs TLN
+494.5%
-428.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +2.8% | -12.8% | -10.0% |
| 7D | -10.3% | +10.9% | -21.2% | -10.0% |
| 30D | -3.8% | -6.3% | +2.5% | -3.9% |
| 3M | +14.4% | -10.7% | +25.1% | +14.1% |
| 6M | +7.8% | +1.6% | +6.2% | +7.8% |
| YTD | +22.6% | -13.1% | +35.7% | +22.3% |
| 1Y | +44.2% | -15.1% | +59.3% | +44.0% |
| 3Y | +65.8% | +495.0% | -429.2% | +56.1% |
| All | +65.8% | +494.5% | -428.7% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling