+48.0%
TMUS vs AMGN
+157.6%
-109.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.0% | +3.1% | +3.9% |
| 7D | +5.3% | 0.0% | +5.4% | +5.3% |
| 30D | +13.5% | +12.1% | +1.4% | +11.3% |
| 3M | -4.2% | +13.9% | -18.1% | -6.6% |
| 6M | -11.9% | +42.1% | -54.0% | -18.0% |
| YTD | -15.6% | +45.0% | -60.6% | -22.2% |
| 1Y | -16.8% | +49.3% | -66.1% | -23.9% |
| 3Y | +20.8% | +92.8% | -72.0% | +0.7% |
| 5Y | +48.0% | +156.7% | -108.7% | +7.9% |
| All | +48.0% | +157.6% | -109.5% | +7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling