+60.4%
AMGN vs NWSA
+5.5%
+54.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.3% | -1.5% |
| 7D | +1.1% | -1.9% | +3.0% | +1.1% |
| 30D | +7.8% | +4.6% | +3.3% | +7.8% |
| 3M | +27.3% | +13.2% | +14.0% | +27.3% |
| 6M | +16.8% | +27.0% | -10.2% | +17.5% |
| YTD | +36.3% | +16.8% | +19.5% | +38.2% |
| 1Y | +60.4% | +4.5% | +55.9% | +57.3% |
| All | +60.4% | +5.5% | +54.9% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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