+109.1%
AMGN vs NSC
+44.4%
+64.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -13.9% | -1.4% | -12.5% | -13.6% |
| 30D | -7.1% | -3.4% | -3.8% | -6.4% |
| 3M | +13.9% | +5.1% | +8.8% | +12.4% |
| 6M | +3.2% | +9.2% | -6.0% | +0.8% |
| YTD | +19.2% | +13.4% | +5.8% | +15.2% |
| 1Y | +41.1% | +20.8% | +20.3% | +34.3% |
| 3Y | +61.3% | +76.1% | -14.8% | +39.9% |
| 5Y | +109.1% | +45.3% | +63.8% | +84.0% |
| All | +109.1% | +44.4% | +64.7% | +84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling