+195.5%
AMGN vs NRG
+1,083.9%
-888.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -3.0% | -1.5% |
| 7D | -13.7% | -4.7% | -9.0% | -13.2% |
| 30D | -8.8% | -6.0% | -2.8% | -8.2% |
| 3M | +7.2% | -8.0% | +15.2% | +7.5% |
| 6M | +1.3% | -23.2% | +24.4% | +3.6% |
| YTD | +17.6% | -28.1% | +45.7% | +21.0% |
| 1Y | +37.2% | -27.3% | +64.4% | +40.4% |
| 3Y | +57.7% | +208.7% | -150.9% | +23.3% |
| 5Y | +106.3% | +197.7% | -91.4% | +59.5% |
| All | +195.5% | +1,083.9% | -888.4% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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