+54,540.2%
AMGN vs NI
+5,127.8%
+49,412.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.3% |
| 7D | -11.6% | +1.3% | -12.9% | -12.1% |
| 30D | -5.7% | -0.3% | -5.4% | -5.7% |
| 3M | +14.2% | -9.5% | +23.7% | +17.8% |
| 6M | +5.2% | -10.2% | +15.4% | +8.8% |
| YTD | +22.0% | +1.8% | +20.2% | +20.7% |
| 1Y | +43.6% | +5.7% | +38.0% | +40.2% |
| 3Y | +65.0% | +69.6% | -4.6% | +35.6% |
| 5Y | +112.0% | +95.8% | +16.3% | +63.9% |
| 10Y | +216.6% | +145.1% | +71.5% | +117.7% |
| All | +54,540.2% | +5,127.8% | +49,412.4% | +12,862.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling