+12,702.2%
TSM vs AMGN
+5,523.9%
+7,178.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | +6.2% | +1.1% | +5.1% | +5.8% |
| 30D | -7.3% | +9.3% | -16.6% | -10.2% |
| 3M | -7.1% | +12.1% | -19.2% | -11.4% |
| 6M | +0.2% | +40.3% | -40.0% | -12.1% |
| YTD | +32.2% | +45.2% | -12.9% | +13.9% |
| 1Y | +42.8% | +42.4% | +0.4% | +23.6% |
| 3Y | +330.4% | +91.0% | +239.4% | +225.8% |
| 5Y | +263.9% | +157.4% | +106.6% | +142.4% |
| 10Y | +1,580.2% | +321.0% | +1,259.2% | +804.1% |
| All | +12,702.2% | +5,523.9% | +7,178.3% | +1,392.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling