-25.4%
TMUS vs AMGN
+43.9%
-69.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.4% |
| 7D | -5.3% | -11.6% | +6.3% | -5.0% |
| 30D | +0.1% | -5.7% | +5.8% | +0.3% |
| 3M | -0.6% | +14.2% | -14.8% | -1.0% |
| 6M | -17.5% | +5.2% | -22.7% | -17.5% |
| YTD | -11.3% | +22.0% | -33.2% | -12.3% |
| 1Y | -25.4% | +43.6% | -69.0% | -26.2% |
| All | -25.4% | +43.9% | -69.3% | -26.2% |
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