+65.7%
AMGN vs TPR
+20.9%
+44.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.5% | +0.2% | +3.1% |
| 7D | +5.9% | +12.6% | -6.8% | +3.5% |
| 30D | +18.7% | +7.1% | +11.6% | +17.1% |
| 3M | +23.4% | -19.4% | +42.8% | +27.8% |
| 6M | +49.7% | -9.7% | +59.5% | +50.5% |
| YTD | +49.2% | -1.0% | +50.2% | +47.9% |
| 1Y | +65.7% | +19.3% | +46.4% | +60.4% |
| All | +65.7% | +20.9% | +44.9% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 1y: compounded portfolio wealth divided by compounded TPR 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…
1y analysis · Full analysis span regression · 6 months rolling