+219.1%
TER vs AMGN
+107.5%
+111.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -10.1% | +14.3% | +7.3% |
| 7D | +11.0% | -10.3% | +21.2% | +14.3% |
| 30D | -1.9% | -3.8% | +1.9% | -1.6% |
| 3M | -0.7% | +14.4% | -15.1% | -7.1% |
| 6M | +36.4% | +7.8% | +28.5% | +30.3% |
| YTD | +92.4% | +22.6% | +69.9% | +75.0% |
| 1Y | +213.5% | +44.2% | +169.3% | +167.3% |
| 3Y | +277.2% | +65.8% | +211.4% | +203.2% |
| 5Y | +219.1% | +108.0% | +111.2% | +131.1% |
| All | +219.1% | +107.5% | +111.6% | +131.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling