+195.5%
AMGN vs NTAP
+650.8%
-455.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.5% | -9.9% | -2.8% |
| 7D | -13.7% | +7.4% | -21.1% | -14.8% |
| 30D | -8.8% | -1.4% | -7.4% | -8.8% |
| 3M | +7.2% | +24.6% | -17.4% | +2.6% |
| 6M | +1.3% | +105.9% | -104.6% | -12.8% |
| YTD | +17.6% | +88.5% | -70.9% | +2.8% |
| 1Y | +37.2% | +62.1% | -24.9% | +23.2% |
| 3Y | +57.7% | +169.1% | -111.3% | +24.0% |
| 5Y | +106.3% | +141.9% | -35.6% | +63.4% |
| All | +195.5% | +650.8% | -455.2% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 10y: compounded portfolio wealth divided by compounded NTAP 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…
10y analysis · Full analysis span regression · 6 months rolling