-16.1%
TMUS vs AMGN
+49.1%
-65.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +9.5% | +0.9% | +8.6% | +9.4% |
| 30D | +13.8% | +12.1% | +1.7% | +13.7% |
| 3M | -4.6% | +12.2% | -16.7% | -4.4% |
| 6M | -11.7% | +42.1% | -53.8% | -12.4% |
| YTD | -15.4% | +45.0% | -60.4% | -16.9% |
| 1Y | -16.1% | +47.7% | -63.9% | -18.2% |
| All | -16.1% | +49.1% | -65.3% | -18.2% |
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