+195.5%
AMGN vs TTWO
+406.5%
-211.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.7% | -1.3% |
| 7D | -13.7% | +0.4% | -14.1% | -13.7% |
| 30D | -8.8% | -11.3% | +2.5% | -7.6% |
| 3M | +7.2% | +1.6% | +5.6% | +6.7% |
| 6M | +1.3% | +2.1% | -0.8% | +0.5% |
| YTD | +17.6% | -15.8% | +33.5% | +19.5% |
| 1Y | +37.2% | -12.6% | +49.8% | +38.5% |
| 3Y | +57.7% | +48.2% | +9.5% | +46.8% |
| 5Y | +106.3% | +40.0% | +66.3% | +90.0% |
| All | +195.5% | +406.5% | -211.0% | +128.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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