+60.4%
AMGN vs NI
+1.4%
+59.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -0.9% | -1.4% |
| 7D | +1.1% | +2.0% | -0.9% | +0.7% |
| 30D | +7.8% | -3.5% | +11.4% | +8.7% |
| 3M | +27.3% | -9.1% | +36.4% | +30.6% |
| 6M | +16.8% | -11.8% | +28.7% | +21.4% |
| YTD | +36.3% | +1.1% | +35.2% | +36.4% |
| 1Y | +60.4% | +6.7% | +53.7% | +60.0% |
| All | +60.4% | +1.4% | +59.0% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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