+109.1%
AMGN vs TSEM
+610.6%
-501.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.9% | +1.7% | -2.1% |
| 7D | -13.9% | +0.9% | -14.8% | -13.9% |
| 30D | -7.1% | -16.6% | +9.5% | -6.7% |
| 3M | +13.9% | -10.9% | +24.8% | +13.6% |
| 6M | +3.2% | +78.0% | -74.8% | -1.2% |
| YTD | +19.2% | +77.2% | -58.0% | +13.8% |
| 1Y | +41.1% | +207.6% | -166.4% | +30.0% |
| 3Y | +61.3% | +637.8% | -576.5% | +39.6% |
| 5Y | +109.1% | +617.0% | -507.9% | +77.9% |
| All | +109.1% | +610.6% | -501.6% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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