+60.4%
AMGN vs NSC
+20.4%
+40.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.0% | -1.7% |
| 7D | +1.1% | -5.5% | +6.6% | +2.8% |
| 30D | +7.8% | -3.2% | +11.0% | +8.8% |
| 3M | +27.3% | +7.7% | +19.6% | +24.3% |
| 6M | +16.8% | +4.5% | +12.3% | +14.7% |
| YTD | +36.3% | +15.6% | +20.8% | +29.8% |
| 1Y | +60.4% | +19.8% | +40.6% | +56.0% |
| All | +60.4% | +20.4% | +40.1% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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