+195.5%
AMGN vs NUE
+599.8%
-404.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.6% |
| 7D | -13.7% | -0.6% | -13.1% | -13.6% |
| 30D | -8.8% | -4.6% | -4.2% | -8.1% |
| 3M | +7.2% | -0.3% | +7.5% | +7.0% |
| 6M | +1.3% | +51.9% | -50.6% | -6.8% |
| YTD | +17.6% | +60.0% | -42.3% | +7.2% |
| 1Y | +37.2% | +82.9% | -45.7% | +21.7% |
| 3Y | +57.7% | +66.0% | -8.2% | +39.7% |
| 5Y | +106.3% | +149.0% | -42.7% | +60.3% |
| All | +195.5% | +599.8% | -404.3% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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