+860.1%
AMGN vs NRG
+1,510.3%
-650.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -3.0% | -1.6% |
| 7D | -13.7% | -4.7% | -9.0% | -13.0% |
| 30D | -8.8% | -6.0% | -2.8% | -8.1% |
| 3M | +7.2% | -8.0% | +15.2% | +7.6% |
| 6M | +1.3% | -23.2% | +24.4% | +4.3% |
| YTD | +17.6% | -28.1% | +45.7% | +22.0% |
| 1Y | +37.2% | -27.3% | +64.4% | +41.3% |
| 3Y | +57.7% | +208.7% | -150.9% | +20.2% |
| 5Y | +106.3% | +197.7% | -91.4% | +55.2% |
| 10Y | +205.3% | +1,103.3% | -898.0% | +67.7% |
| All | +860.1% | +1,510.3% | -650.2% | +436.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling