+110.3%
AMGN vs NVTS
-16.8%
+127.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.3% | -5.6% | -1.4% |
| 7D | -13.7% | -1.4% | -12.3% | -13.7% |
| 30D | -8.8% | -16.5% | +7.7% | -8.6% |
| 3M | +7.2% | -47.6% | +54.8% | +8.1% |
| 6M | +1.3% | +7.3% | -6.0% | +0.4% |
| YTD | +17.6% | +62.9% | -45.2% | +15.6% |
| 1Y | +37.2% | +91.3% | -54.1% | +34.1% |
| 3Y | +57.7% | +43.4% | +14.3% | +51.7% |
| All | +110.3% | -16.8% | +127.1% | +93.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling