+109.1%
AMGN vs TRGP
+627.0%
-517.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | -13.9% | -0.6% | -13.3% | -13.8% |
| 30D | -7.1% | +10.0% | -17.1% | -8.1% |
| 3M | +13.9% | +7.6% | +6.3% | +12.9% |
| 6M | +3.2% | +26.8% | -23.5% | +0.3% |
| YTD | +19.2% | +60.6% | -41.3% | +12.7% |
| 1Y | +41.1% | +82.5% | -41.3% | +31.2% |
| 3Y | +61.3% | +265.0% | -203.7% | +37.5% |
| 5Y | +109.1% | +645.9% | -536.8% | +61.8% |
| All | +109.1% | +627.0% | -517.9% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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