+13,634.3%
TSM vs AMGN
+5,180.5%
+8,453.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.4% | +3.4% |
| 7D | +2.7% | +1.1% | +1.6% | +2.3% |
| 30D | +3.6% | +7.8% | -4.2% | +0.7% |
| 3M | -3.4% | +27.3% | -30.6% | -11.7% |
| 6M | +20.6% | +16.8% | +3.8% | +13.4% |
| YTD | +41.9% | +36.3% | +5.6% | +25.6% |
| 1Y | +84.4% | +60.4% | +23.9% | +53.2% |
| 3Y | +380.2% | +86.3% | +293.9% | +268.1% |
| 5Y | +275.3% | +125.7% | +149.7% | +163.3% |
| 10Y | +1,751.4% | +247.0% | +1,504.4% | +969.2% |
| All | +13,634.3% | +5,180.5% | +8,453.9% | +1,546.1% |
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