+891.5%
AMGN vs NVMI
+1,976.9%
-1,085.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | -11.6% | +6.9% | -18.6% | -12.0% |
| 30D | -5.7% | -2.8% | -2.8% | -5.6% |
| 3M | +14.2% | -27.3% | +41.6% | +15.9% |
| 6M | +5.2% | -13.7% | +18.9% | +5.4% |
| YTD | +22.0% | +13.8% | +8.1% | +20.0% |
| 1Y | +43.6% | +34.9% | +8.8% | +39.7% |
| 3Y | +65.0% | +213.5% | -148.5% | +50.6% |
| 5Y | +112.0% | +272.5% | -160.4% | +89.7% |
| 10Y | +216.6% | +3,142.4% | -2,925.9% | +149.6% |
| All | +891.5% | +1,976.9% | -1,085.4% | +598.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling