+119.1%
AMGN vs NVTS
-14.2%
+133.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +1.7% | -11.8% | -10.1% |
| 7D | -10.3% | +9.7% | -19.9% | -10.4% |
| 30D | -3.8% | -13.6% | +9.8% | -3.6% |
| 3M | +14.4% | -51.0% | +65.4% | +15.5% |
| 6M | +7.8% | +46.3% | -38.5% | +6.4% |
| YTD | +22.6% | +68.1% | -45.5% | +20.4% |
| 1Y | +44.2% | +113.9% | -69.7% | +40.7% |
| 3Y | +65.8% | +45.3% | +20.5% | +59.4% |
| All | +119.1% | -14.2% | +133.3% | +101.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling