+37.2%
AMGN vs NVD
-52.8%
+90.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | -13.7% | +10.8% | -24.5% | -13.6% |
| 30D | -8.8% | +0.8% | -9.6% | -8.7% |
| 3M | +7.2% | -20.8% | +28.0% | +7.3% |
| 6M | +1.3% | -41.2% | +42.4% | +0.5% |
| YTD | +17.6% | -44.2% | +61.8% | +16.4% |
| 1Y | +37.2% | -54.2% | +91.3% | +33.5% |
| All | +37.2% | -52.8% | +90.0% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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