+3,900.0%
AMGN vs NVS
+1,076.7%
+2,823.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -11.6% | -15.4% | +3.7% | -3.9% |
| 30D | -5.7% | -12.3% | +6.6% | +0.7% |
| 3M | +14.2% | -7.8% | +22.0% | +18.9% |
| 6M | +5.2% | -13.0% | +18.2% | +12.7% |
| YTD | +22.0% | +2.8% | +19.2% | +20.5% |
| 1Y | +43.6% | +10.6% | +33.0% | +36.7% |
| 3Y | +65.0% | +55.1% | +9.9% | +32.3% |
| 5Y | +112.0% | +91.7% | +20.4% | +51.4% |
| 10Y | +216.6% | +181.2% | +35.3% | +88.1% |
| All | +3,900.0% | +1,076.7% | +2,823.2% | +1,236.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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