+313.6%
AMGN vs TPR
+386.9%
-73.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +0.9% | +12.1% | -11.2% | -0.6% |
| 30D | +12.1% | +16.7% | -4.5% | +9.9% |
| 3M | +12.2% | -17.4% | +29.5% | +14.5% |
| 6M | +42.1% | +2.3% | +39.9% | +41.1% |
| YTD | +45.0% | +7.1% | +37.9% | +42.8% |
| 1Y | +47.7% | +29.5% | +18.2% | +41.9% |
| 3Y | +90.4% | +415.0% | -324.6% | +50.7% |
| 5Y | +154.9% | +261.5% | -106.5% | +106.2% |
| 10Y | +313.6% | +383.3% | -69.7% | +208.7% |
| All | +313.6% | +386.9% | -73.3% | +208.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling