+54,805.5%
AMGN vs NOC
+16,574.1%
+38,231.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +0.7% | -10.8% | -10.2% |
| 7D | -10.3% | -2.7% | -7.6% | -9.7% |
| 30D | -3.8% | -8.9% | +5.1% | -1.7% |
| 3M | +14.4% | -3.7% | +18.1% | +15.2% |
| 6M | +7.8% | -30.8% | +38.6% | +17.4% |
| YTD | +22.6% | -7.9% | +30.5% | +24.0% |
| 1Y | +44.2% | -9.4% | +53.6% | +46.3% |
| 3Y | +65.8% | +29.0% | +36.8% | +52.3% |
| 5Y | +108.0% | +56.1% | +51.9% | +79.1% |
| 10Y | +209.9% | +186.3% | +23.6% | +126.9% |
| All | +54,805.5% | +16,574.1% | +38,231.3% | +19,532.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling