+70.1%
TXN vs AMGN
+62.1%
+8.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.2% | -0.5% |
| 7D | +2.0% | -13.9% | +15.8% | +5.7% |
| 30D | -8.0% | -7.1% | -0.8% | -6.6% |
| 3M | -7.8% | +13.9% | -21.7% | -12.2% |
| 6M | +32.4% | +3.2% | +29.2% | +29.8% |
| YTD | +51.7% | +19.2% | +32.5% | +41.6% |
| 1Y | +44.3% | +41.1% | +3.2% | +26.8% |
| All | +70.1% | +62.1% | +8.0% | +43.1% |
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 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