+103.4%
AMGN vs TXG
-62.8%
+166.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.3% | -4.7% | -1.5% |
| 7D | -13.7% | +9.5% | -23.2% | -14.2% |
| 30D | -8.8% | +18.8% | -27.6% | -9.9% |
| 3M | +7.2% | +136.1% | -128.9% | +0.9% |
| 6M | +1.3% | +235.2% | -234.0% | -7.3% |
| YTD | +17.6% | +320.5% | -302.9% | +5.9% |
| 1Y | +37.2% | +425.2% | -388.0% | +21.0% |
| 3Y | +57.7% | +42.9% | +14.8% | +42.8% |
| All | +103.4% | -62.8% | +166.2% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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