+290.7%
TSM vs AMGN
+107.5%
+183.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -10.1% | +12.4% | +3.5% |
| 7D | +6.0% | -10.3% | +16.3% | +7.2% |
| 30D | +4.5% | -3.8% | +8.3% | +4.7% |
| 3M | +3.1% | +14.4% | -11.3% | +0.8% |
| 6M | +30.2% | +7.8% | +22.4% | +28.3% |
| YTD | +45.2% | +22.6% | +22.6% | +40.5% |
| 1Y | +79.6% | +44.2% | +35.3% | +69.0% |
| 3Y | +411.0% | +65.8% | +345.2% | +364.3% |
| 5Y | +290.7% | +108.0% | +182.7% | +231.5% |
| All | +290.7% | +107.5% | +183.2% | +231.5% |
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