+240.8%
TMUS vs AMGN
+316.8%
-76.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +9.5% | +0.9% | +8.6% | +9.2% |
| 30D | +13.8% | +12.1% | +1.7% | +10.1% |
| 3M | -4.6% | +12.2% | -16.7% | -8.2% |
| 6M | -11.7% | +42.1% | -53.8% | -21.4% |
| YTD | -15.4% | +45.0% | -60.4% | -25.7% |
| 1Y | -16.1% | +47.7% | -63.9% | -26.9% |
| 3Y | +20.5% | +90.4% | -69.9% | -6.7% |
| 5Y | +48.7% | +154.9% | -106.2% | +1.2% |
| 10Y | +240.8% | +313.6% | -72.8% | +104.1% |
| All | +240.8% | +316.8% | -76.0% | +104.1% |
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 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