+216.6%
AMGN vs TPR
+299.5%
-82.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.1% |
| 7D | -11.6% | -7.3% | -4.3% | -10.7% |
| 30D | -5.7% | -30.7% | +25.1% | -1.4% |
| 3M | +14.2% | -21.6% | +35.8% | +17.5% |
| 6M | +5.2% | -21.3% | +26.5% | +7.9% |
| YTD | +22.0% | -10.2% | +32.2% | +23.0% |
| 1Y | +43.6% | +9.5% | +34.1% | +41.1% |
| 3Y | +65.0% | +280.8% | -215.8% | +35.6% |
| 5Y | +112.0% | +218.7% | -106.7% | +74.0% |
| 10Y | +216.6% | +306.7% | -90.1% | +136.1% |
| All | +216.6% | +299.5% | -82.9% | +136.1% |
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