+54,805.5%
AMGN vs NSC
+5,718.1%
+49,087.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.5% | -9.6% | -10.0% |
| 7D | -10.3% | -1.5% | -8.7% | -9.9% |
| 30D | -3.8% | -1.9% | -1.8% | -3.3% |
| 3M | +14.4% | +6.2% | +8.2% | +12.5% |
| 6M | +7.8% | +9.2% | -1.4% | +5.1% |
| YTD | +22.6% | +15.0% | +7.6% | +17.7% |
| 1Y | +44.2% | +21.1% | +23.1% | +36.6% |
| 3Y | +65.8% | +78.6% | -12.8% | +39.9% |
| 5Y | +108.0% | +45.9% | +62.1% | +82.4% |
| 10Y | +209.9% | +326.9% | -117.0% | +98.8% |
| All | +54,805.5% | +5,718.1% | +49,087.4% | +13,456.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling