+8,042.9%
AMGN vs TSEM
+10.0%
+8,032.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.1% | -8.9% | -10.0% |
| 7D | -10.3% | +10.4% | -20.7% | -10.9% |
| 30D | -3.8% | -12.9% | +9.2% | -3.0% |
| 3M | +14.4% | -9.2% | +23.6% | +14.0% |
| 6M | +7.8% | +98.8% | -90.9% | +0.5% |
| YTD | +22.6% | +87.2% | -64.6% | +14.4% |
| 1Y | +44.2% | +239.0% | -194.8% | +28.2% |
| 3Y | +65.8% | +679.5% | -613.7% | +36.5% |
| 5Y | +108.0% | +667.3% | -559.3% | +69.6% |
| 10Y | +209.9% | +1,301.0% | -1,091.2% | +136.9% |
| All | +8,042.9% | +10.0% | +8,032.9% | +5,659.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling