+47.9%
AMGN vs NTRS
+37.4%
+10.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.7% | -0.1% | -3.3% |
| 7D | -0.1% | -0.9% | +0.8% | +0.1% |
| 30D | +14.3% | +1.1% | +13.2% | +14.3% |
| 3M | +13.5% | -6.6% | +20.1% | +14.4% |
| 6M | +41.5% | +7.1% | +34.5% | +39.2% |
| YTD | +43.5% | +27.4% | +16.1% | +38.7% |
| 1Y | +47.9% | +36.5% | +11.4% | +42.7% |
| All | +47.9% | +37.4% | +10.5% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling