-21.2%
TMUS vs AMGN
+64.6%
-85.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.7% | -0.7% | +2.9% |
| 7D | +7.5% | +5.9% | +1.6% | +7.3% |
| 30D | -3.3% | +18.7% | -22.1% | -3.5% |
| 3M | -9.7% | +23.4% | -33.1% | -9.8% |
| 6M | -17.2% | +49.7% | -66.9% | -18.0% |
| YTD | -20.3% | +49.2% | -69.5% | -21.6% |
| 1Y | -21.2% | +65.7% | -87.0% | -23.9% |
| All | -21.2% | +64.6% | -85.8% | -23.9% |
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