+65.7%
AMGN vs NOC
-7.1%
+72.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.5% | +8.3% | +4.2% |
| 7D | +5.9% | -5.0% | +10.9% | +6.4% |
| 30D | +18.7% | +10.3% | +8.4% | +17.5% |
| 3M | +23.4% | -4.3% | +27.7% | +23.8% |
| 6M | +49.7% | -6.5% | +56.2% | +50.2% |
| YTD | +49.2% | -6.7% | +55.9% | +52.5% |
| 1Y | +65.7% | -7.5% | +73.2% | +70.4% |
| All | +65.7% | -7.1% | +72.8% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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