+64,196.9%
AMGN vs TYL
+14,564.8%
+49,632.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.2% |
| 7D | -1.2% | +6.7% | -7.9% | -1.8% |
| 30D | +11.5% | +26.5% | -15.1% | +9.1% |
| 3M | +14.4% | +37.3% | -22.9% | +11.2% |
| 6M | +40.9% | +31.2% | +9.8% | +37.2% |
| YTD | +43.5% | -7.4% | +50.9% | +43.6% |
| 1Y | +49.9% | -9.6% | +59.5% | +50.3% |
| 3Y | +84.6% | +1.9% | +82.7% | +82.4% |
| 5Y | +151.6% | -21.1% | +172.7% | +151.6% |
| 10Y | +358.2% | +171.8% | +186.4% | +312.0% |
| All | +64,196.9% | +14,564.8% | +49,632.0% | +40,039.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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