+75.4%
TSM vs AMGN
+43.9%
+31.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | +4.8% | -11.6% | +16.4% | +4.9% |
| 30D | +4.0% | -5.7% | +9.7% | +3.8% |
| 3M | +2.0% | +14.2% | -12.2% | +0.3% |
| 6M | +25.5% | +5.2% | +20.3% | +24.5% |
| YTD | +44.0% | +22.0% | +22.0% | +43.0% |
| 1Y | +75.4% | +43.6% | +31.8% | +68.9% |
| All | +75.4% | +43.9% | +31.6% | +68.9% |
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 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