+109.1%
AMGN vs TRMB
-39.6%
+148.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.3% | -2.1% |
| 7D | -13.9% | -5.4% | -8.5% | -13.2% |
| 30D | -7.1% | -2.0% | -5.2% | -6.9% |
| 3M | +13.9% | +12.3% | +1.6% | +12.0% |
| 6M | +3.2% | -17.6% | +20.9% | +5.6% |
| YTD | +19.2% | -27.5% | +46.7% | +24.0% |
| 1Y | +41.1% | -29.1% | +70.2% | +47.0% |
| 3Y | +61.3% | +11.5% | +49.8% | +56.3% |
| 5Y | +109.1% | -39.5% | +148.5% | +118.2% |
| All | +109.1% | -39.6% | +148.7% | +118.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling