+60.4%
AMGN vs NVT
+73.8%
-13.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.1% | -1.5% |
| 7D | +1.1% | +5.1% | -4.0% | +1.1% |
| 30D | +7.8% | -3.7% | +11.5% | +7.8% |
| 3M | +27.3% | -10.1% | +37.4% | +27.5% |
| 6M | +16.8% | +37.5% | -20.6% | +12.3% |
| YTD | +36.3% | +53.7% | -17.4% | +28.3% |
| 1Y | +60.4% | +70.9% | -10.4% | +44.0% |
| All | +60.4% | +73.8% | -13.4% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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