+109.1%
AMGN vs TSN
-18.6%
+127.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.5% |
| 7D | -13.9% | +1.4% | -15.2% | -14.2% |
| 30D | -7.1% | -6.2% | -1.0% | -6.0% |
| 3M | +13.9% | -5.7% | +19.6% | +15.0% |
| 6M | +3.2% | -11.4% | +14.6% | +5.3% |
| YTD | +19.2% | -8.2% | +27.4% | +20.5% |
| 1Y | +41.1% | -2.0% | +43.1% | +40.1% |
| 3Y | +61.3% | +11.9% | +49.4% | +55.3% |
| 5Y | +109.1% | -17.8% | +126.8% | +106.6% |
| All | +109.1% | -18.6% | +127.7% | +106.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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