+160.1%
AMGN vs TXT
+8.5%
+151.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | +9.3% | +13.3% | -4.1% | +6.2% |
| 3M | +12.1% | -5.0% | +17.1% | +13.1% |
| 6M | +40.3% | -8.4% | +48.7% | +42.3% |
| YTD | +45.2% | -4.0% | +49.2% | +45.5% |
| 1Y | +42.4% | +2.8% | +39.6% | +40.5% |
| 3Y | +91.0% | +10.3% | +80.8% | +83.9% |
| All | +160.1% | +8.5% | +151.6% | +148.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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