+154.5%
AMGN vs TPR
+253.5%
-99.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.1% |
| 7D | -1.2% | +14.2% | -15.4% | -2.6% |
| 30D | +11.5% | +17.1% | -5.6% | +9.6% |
| 3M | +14.4% | -17.7% | +32.1% | +16.3% |
| 6M | +40.9% | -10.2% | +51.1% | +41.7% |
| YTD | +43.5% | +4.9% | +38.6% | +42.3% |
| 1Y | +49.9% | +36.1% | +13.8% | +45.4% |
| 3Y | +84.6% | +416.5% | -331.8% | +58.5% |
| All | +154.5% | +253.5% | -99.0% | +120.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling