+320.5%
TMUS vs AMGN
+931.2%
-610.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -2.9% |
| 7D | +0.1% | +1.1% | -1.0% | -0.3% |
| 30D | +5.3% | +7.8% | -2.6% | +2.4% |
| 3M | +3.1% | +27.3% | -24.1% | -5.7% |
| 6M | -16.5% | +16.8% | -33.3% | -21.5% |
| YTD | -9.2% | +36.3% | -45.5% | -19.7% |
| 1Y | -26.5% | +60.4% | -86.9% | -39.1% |
| 3Y | +39.0% | +86.3% | -47.3% | +5.8% |
| 5Y | +40.4% | +125.7% | -85.3% | -2.0% |
| 10Y | +303.7% | +247.0% | +56.7% | +129.2% |
| All | +320.5% | +931.2% | -610.7% | +36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling