+54,540.2%
AMGN vs NUE
+14,439.6%
+40,100.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | -11.6% | -2.3% | -9.3% | -11.2% |
| 30D | -5.7% | -6.1% | +0.4% | -4.6% |
| 3M | +14.2% | +1.7% | +12.6% | +13.6% |
| 6M | +5.2% | +53.1% | -47.9% | -3.8% |
| YTD | +22.0% | +59.0% | -37.1% | +10.6% |
| 1Y | +43.6% | +85.3% | -41.7% | +26.0% |
| 3Y | +65.0% | +63.2% | +1.8% | +45.4% |
| 5Y | +112.0% | +146.8% | -34.7% | +65.1% |
| 10Y | +216.6% | +584.3% | -367.7% | +89.1% |
| All | +54,540.2% | +14,439.6% | +40,100.5% | +13,193.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling