+237.8%
TMUS vs AMGN
+319.8%
-82.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +4.9% | +1.1% | +3.8% | +4.6% |
| 30D | +7.7% | +9.3% | -1.6% | +5.0% |
| 3M | -6.8% | +12.1% | -18.9% | -10.3% |
| 6M | -9.7% | +40.3% | -49.9% | -19.2% |
| YTD | -15.0% | +45.2% | -60.1% | -25.3% |
| 1Y | -19.1% | +42.4% | -61.6% | -28.6% |
| 3Y | +21.4% | +91.0% | -69.6% | -6.1% |
| 5Y | +51.2% | +157.4% | -106.2% | +2.4% |
| All | +237.8% | +319.8% | -82.0% | +105.0% |
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