+60.4%
AMGN vs NVTS
+109.2%
-48.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.3% | -7.9% | -1.6% |
| 7D | +1.1% | +2.7% | -1.6% | +1.1% |
| 30D | +7.8% | -4.5% | +12.3% | +7.8% |
| 3M | +27.3% | -61.5% | +88.8% | +29.5% |
| 6M | +16.8% | +28.0% | -11.2% | +14.5% |
| YTD | +36.3% | +65.3% | -28.9% | +32.5% |
| 1Y | +60.4% | +113.0% | -52.6% | +49.0% |
| All | +60.4% | +109.2% | -48.8% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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