+195.5%
AMGN vs NI
+143.3%
+52.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -13.7% | 0.0% | -13.7% | -13.7% |
| 30D | -8.8% | -1.4% | -7.4% | -8.5% |
| 3M | +7.2% | -10.6% | +17.8% | +10.9% |
| 6M | +1.3% | -9.3% | +10.6% | +4.2% |
| YTD | +17.6% | +1.1% | +16.5% | +16.8% |
| 1Y | +37.2% | +3.4% | +33.8% | +35.0% |
| 3Y | +57.7% | +67.9% | -10.1% | +31.1% |
| 5Y | +106.3% | +98.0% | +8.3% | +60.1% |
| All | +195.5% | +143.3% | +52.3% | +123.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling