+65.7%
AMGN vs NSC
+24.4%
+41.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.4% |
| 7D | +5.9% | +1.8% | +4.1% | +5.3% |
| 30D | +18.7% | +8.8% | +9.9% | +15.9% |
| 3M | +23.4% | +1.2% | +22.2% | +22.9% |
| 6M | +49.7% | +11.3% | +38.4% | +44.4% |
| YTD | +49.2% | +20.7% | +28.5% | +40.2% |
| 1Y | +65.7% | +23.4% | +42.3% | +55.8% |
| All | +65.7% | +24.4% | +41.4% | +55.8% |
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