+1,757.1%
TSM vs AMGN
+210.3%
+1,546.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.6% | -1.1% |
| 7D | +2.6% | -13.9% | +16.5% | +6.5% |
| 30D | +1.4% | -7.1% | +8.6% | +3.0% |
| 3M | +5.0% | +13.9% | -8.9% | +0.4% |
| 6M | +24.0% | +3.2% | +20.7% | +21.8% |
| YTD | +41.6% | +19.2% | +22.3% | +33.0% |
| 1Y | +66.2% | +41.1% | +25.0% | +47.8% |
| 3Y | +398.2% | +61.3% | +336.9% | +313.2% |
| 5Y | +277.6% | +109.1% | +168.6% | +179.3% |
| All | +1,757.1% | +210.3% | +1,546.8% | +1,133.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling