+20,427.4%
TXN vs AMGN
+57,313.9%
-36,886.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -10.1% | +10.3% | +3.5% |
| 7D | +2.2% | -10.3% | +12.5% | +5.6% |
| 30D | -9.5% | -3.8% | -5.7% | -8.7% |
| 3M | -10.5% | +14.4% | -24.9% | -15.0% |
| 6M | +35.4% | +7.8% | +27.5% | +31.0% |
| YTD | +51.8% | +22.6% | +29.2% | +40.2% |
| 1Y | +42.9% | +44.2% | -1.3% | +24.8% |
| 3Y | +71.3% | +65.8% | +5.5% | +40.9% |
| 5Y | +58.0% | +108.0% | -50.0% | +19.7% |
| 10Y | +393.3% | +209.9% | +183.4% | +226.1% |
| All | +20,427.4% | +57,313.9% | -36,886.5% | +3,217.9% |
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