+195.5%
AMGN vs NVMI
+3,158.6%
-2,963.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.5% |
| 7D | -13.7% | -0.1% | -13.6% | -13.7% |
| 30D | -8.8% | -8.4% | -0.4% | -8.1% |
| 3M | +7.2% | -33.6% | +40.8% | +11.2% |
| 6M | +1.3% | -14.7% | +15.9% | +1.5% |
| YTD | +17.6% | +13.2% | +4.4% | +13.6% |
| 1Y | +37.2% | +29.0% | +8.2% | +29.9% |
| 3Y | +57.7% | +215.0% | -157.2% | +27.3% |
| 5Y | +106.3% | +268.6% | -162.3% | +57.0% |
| All | +195.5% | +3,158.6% | -2,963.1% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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