-19.1%
TMUS vs AMGN
+41.6%
-60.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | +4.9% | +1.1% | +3.8% | +4.9% |
| 30D | +7.7% | +9.3% | -1.6% | +7.7% |
| 3M | -6.8% | +12.1% | -18.9% | -6.4% |
| 6M | -9.7% | +40.3% | -49.9% | -9.5% |
| YTD | -15.0% | +45.2% | -60.1% | -15.3% |
| 1Y | -19.1% | +42.4% | -61.6% | -19.3% |
| All | -19.1% | +41.6% | -60.8% | -19.3% |
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