+150.4%
AMGN vs TXG
+21.5%
+128.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +4.7% | -14.8% | -10.4% |
| 7D | -10.3% | +9.4% | -19.6% | -10.8% |
| 30D | -3.8% | +26.1% | -29.8% | -5.4% |
| 3M | +14.4% | +124.8% | -110.4% | +7.7% |
| 6M | +7.8% | +215.2% | -207.4% | -1.2% |
| YTD | +22.6% | +302.2% | -279.6% | +10.3% |
| 1Y | +44.2% | +370.9% | -326.7% | +27.6% |
| 3Y | +65.8% | +38.5% | +27.3% | +52.3% |
| 5Y | +108.0% | -64.4% | +172.3% | +102.6% |
| All | +150.4% | +21.5% | +128.9% | +104.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling