+47.6%
TSLA vs AMGN
+103.1%
-55.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.9% | +0.7% |
| 7D | +3.2% | -13.7% | +16.9% | +5.7% |
| 30D | +11.6% | -8.8% | +20.4% | +13.1% |
| 3M | -8.4% | +7.2% | -15.6% | -10.3% |
| 6M | -10.4% | +1.3% | -11.7% | -11.2% |
| YTD | -18.7% | +17.6% | -36.4% | -22.3% |
| 1Y | -0.9% | +37.2% | -38.1% | -8.7% |
| 3Y | +33.6% | +57.7% | -24.2% | +17.0% |
| All | +47.6% | +103.1% | -55.6% | +25.2% |
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 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