+109.1%
AMGN vs NTAP
+122.8%
-13.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.2% |
| 7D | -13.9% | -1.0% | -12.9% | -13.8% |
| 30D | -7.1% | -7.5% | +0.3% | -6.6% |
| 3M | +13.9% | +14.6% | -0.7% | +12.1% |
| 6M | +3.2% | +91.0% | -87.8% | -5.0% |
| YTD | +19.2% | +73.7% | -54.4% | +10.8% |
| 1Y | +41.1% | +51.2% | -10.1% | +33.1% |
| 3Y | +61.3% | +146.1% | -84.8% | +39.6% |
| 5Y | +109.1% | +122.8% | -13.8% | +83.4% |
| All | +109.1% | +122.8% | -13.7% | +83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling