+4,002.4%
AMGN vs TTWO
+5,817.5%
-1,815.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -5.0% | -2.5% |
| 7D | -13.9% | +1.3% | -15.2% | -14.0% |
| 30D | -7.1% | -13.4% | +6.2% | -5.7% |
| 3M | +13.9% | +3.1% | +10.8% | +13.3% |
| 6M | +3.2% | +3.8% | -0.5% | +2.4% |
| YTD | +19.2% | -15.3% | +34.5% | +20.7% |
| 1Y | +41.1% | -11.1% | +52.2% | +42.0% |
| 3Y | +61.3% | +52.0% | +9.3% | +51.7% |
| 5Y | +109.1% | +40.9% | +68.1% | +94.9% |
| 10Y | +209.4% | +407.6% | -198.2% | +144.5% |
| All | +4,002.4% | +5,817.5% | -1,815.0% | +2,232.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling