+59.9%
AMGN vs NOC
+28.9%
+31.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.3% |
| 7D | -13.9% | -1.8% | -12.1% | -13.7% |
| 30D | -7.1% | -9.4% | +2.3% | -5.8% |
| 3M | +13.9% | -3.8% | +17.8% | +14.5% |
| 6M | +3.2% | -28.8% | +32.0% | +7.9% |
| YTD | +19.2% | -7.9% | +27.1% | +19.9% |
| 1Y | +41.1% | -9.0% | +50.2% | +42.0% |
| All | +59.9% | +28.9% | +31.0% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling