+195.5%
AMGN vs TRMB
+121.9%
+73.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.8% | -1.6% |
| 7D | -13.7% | -3.0% | -10.7% | -13.2% |
| 30D | -8.8% | +2.3% | -11.1% | -9.2% |
| 3M | +7.2% | +15.3% | -8.1% | +4.2% |
| 6M | +1.3% | -14.7% | +16.0% | +3.9% |
| YTD | +17.6% | -26.4% | +44.1% | +24.0% |
| 1Y | +37.2% | -30.4% | +67.6% | +45.9% |
| 3Y | +57.7% | +13.5% | +44.2% | +49.4% |
| 5Y | +106.3% | -38.6% | +144.8% | +119.2% |
| All | +195.5% | +121.9% | +73.7% | +115.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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