+108.0%
AMGN vs TXT
+12.6%
+95.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +0.6% | -10.7% | -10.2% |
| 7D | -10.3% | -0.2% | -10.0% | -10.2% |
| 30D | -3.8% | -11.1% | +7.3% | -1.2% |
| 3M | +14.4% | -13.0% | +27.4% | +17.7% |
| 6M | +7.8% | -16.2% | +24.0% | +11.8% |
| YTD | +22.6% | -8.7% | +31.3% | +24.5% |
| 1Y | +44.2% | -3.8% | +48.0% | +44.6% |
| 3Y | +65.8% | +5.5% | +60.3% | +61.6% |
| 5Y | +108.0% | +12.3% | +95.7% | +98.6% |
| All | +108.0% | +12.6% | +95.4% | +98.6% |
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