+42.8%
TSM vs AMGN
+41.6%
+1.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | +6.2% | +1.1% | +5.1% | +6.2% |
| 30D | -7.3% | +9.3% | -16.6% | -6.7% |
| 3M | -7.1% | +12.1% | -19.2% | -6.8% |
| 6M | +0.2% | +40.3% | -40.0% | -0.4% |
| YTD | +32.2% | +45.2% | -12.9% | +36.2% |
| 1Y | +42.8% | +42.4% | +0.4% | +47.2% |
| All | +42.8% | +41.6% | +1.2% | +47.2% |
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 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