+317.8%
TMUS vs AMGN
+210.7%
+107.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.2% |
| 7D | -5.3% | -11.6% | +6.3% | -1.9% |
| 30D | +0.1% | -5.7% | +5.8% | +1.6% |
| 3M | -0.6% | +14.2% | -14.8% | -5.2% |
| 6M | -17.5% | +5.2% | -22.7% | -19.5% |
| YTD | -11.3% | +22.0% | -33.2% | -17.8% |
| 1Y | -25.4% | +43.6% | -69.0% | -34.8% |
| 3Y | +35.5% | +65.0% | -29.5% | +9.4% |
| 5Y | +41.9% | +112.0% | -70.1% | +2.7% |
| 10Y | +317.8% | +216.6% | +101.3% | +163.5% |
| All | +317.8% | +210.7% | +107.1% | +163.5% |
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