+330.4%
TSM vs AMGN
+91.8%
+238.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | +6.2% | +1.1% | +5.1% | +6.1% |
| 30D | -7.3% | +9.3% | -16.6% | -7.8% |
| 3M | -7.1% | +12.1% | -19.2% | -8.1% |
| 6M | +0.2% | +40.3% | -40.0% | -3.5% |
| YTD | +32.2% | +45.2% | -12.9% | +27.0% |
| 1Y | +42.8% | +42.4% | +0.4% | +37.4% |
| 3Y | +330.4% | +91.0% | +239.4% | +278.3% |
| All | +330.4% | +91.8% | +238.6% | +278.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling