+234.1%
TER vs AMGN
+43.9%
+190.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.2% |
| 7D | +12.4% | -11.6% | +24.0% | +13.9% |
| 30D | +5.1% | -5.7% | +10.8% | +5.0% |
| 3M | +4.0% | +14.2% | -10.3% | -3.3% |
| 6M | +29.5% | +5.2% | +24.3% | +22.6% |
| YTD | +98.5% | +22.0% | +76.5% | +82.4% |
| 1Y | +234.1% | +43.6% | +190.5% | +185.1% |
| All | +234.1% | +43.9% | +190.2% | +185.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 1y: compounded portfolio wealth divided by compounded AMGN 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…
1y analysis · Full analysis span regression · 6 months rolling