+328.6%
TMO vs AMGN
+206.2%
+122.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.7% |
| 7D | -0.6% | -13.7% | +13.1% | +5.5% |
| 30D | +1.1% | -8.8% | +9.9% | +4.8% |
| 3M | +28.3% | +7.2% | +21.1% | +23.9% |
| 6M | +23.3% | +1.3% | +22.0% | +21.7% |
| YTD | +5.5% | +17.6% | -12.2% | -3.0% |
| 1Y | +24.5% | +37.2% | -12.6% | +6.6% |
| 3Y | +19.6% | +57.7% | -38.2% | -5.0% |
| 5Y | +8.1% | +106.3% | -98.1% | -25.7% |
| All | +328.6% | +206.2% | +122.5% | +149.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling