+52,596.3%
AMGN vs NTRS
+7,800.3%
+44,795.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.7% |
| 7D | -13.7% | +1.4% | -15.1% | -14.0% |
| 30D | -8.8% | -0.7% | -8.1% | -8.7% |
| 3M | +7.2% | +11.3% | -4.1% | +3.5% |
| 6M | +1.3% | +35.5% | -34.3% | -8.2% |
| YTD | +17.6% | +40.6% | -22.9% | +5.2% |
| 1Y | +37.2% | +49.2% | -12.0% | +20.1% |
| 3Y | +57.7% | +167.2% | -109.5% | +12.8% |
| 5Y | +106.3% | +94.9% | +11.3% | +57.7% |
| 10Y | +205.3% | +259.5% | -54.2% | +81.5% |
| All | +52,596.3% | +7,800.3% | +44,795.9% | +10,420.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling