+41.6%
TXN vs AMGN
+57.8%
-16.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.0% |
| 7D | -0.1% | +1.1% | -1.2% | -0.2% |
| 30D | -6.9% | +7.8% | -14.8% | -8.0% |
| 3M | -14.9% | +27.3% | -42.2% | -18.6% |
| 6M | +29.0% | +16.8% | +12.2% | +25.1% |
| YTD | +51.5% | +36.3% | +15.2% | +42.7% |
| 1Y | +41.6% | +60.4% | -18.9% | +30.4% |
| All | +41.6% | +57.8% | -16.2% | +30.4% |
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