+177.6%
AMGN vs NTR
+97.9%
+79.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.3% |
| 7D | -13.7% | -1.3% | -12.4% | -13.5% |
| 30D | -8.8% | +16.8% | -25.6% | -11.3% |
| 3M | +7.2% | +20.7% | -13.5% | +3.6% |
| 6M | +1.3% | +0.5% | +0.7% | +0.6% |
| YTD | +17.6% | +29.2% | -11.5% | +11.3% |
| 1Y | +37.2% | +39.6% | -2.4% | +27.5% |
| 3Y | +57.7% | +37.9% | +19.9% | +45.1% |
| 5Y | +106.3% | +47.1% | +59.2% | +74.5% |
| All | +177.6% | +97.9% | +79.6% | +108.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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