+59.6%
TXN vs AMGN
+103.1%
-43.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.3% | +5.2% | +4.2% |
| 7D | +4.0% | -13.7% | +17.7% | +8.2% |
| 30D | -2.9% | -8.8% | +5.9% | -0.7% |
| 3M | -9.1% | +7.2% | -16.3% | -12.0% |
| 6M | +36.6% | +1.3% | +35.4% | +34.6% |
| YTD | +57.5% | +17.6% | +39.8% | +47.0% |
| 1Y | +49.5% | +37.2% | +12.4% | +31.8% |
| 3Y | +76.5% | +57.7% | +18.8% | +45.9% |
| All | +59.6% | +103.1% | -43.5% | +17.6% |
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