+195.5%
AMGN vs NWSA
+149.4%
+46.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -13.7% | -2.8% | -10.9% | -13.1% |
| 30D | -8.8% | +3.0% | -11.8% | -9.4% |
| 3M | +7.2% | +12.3% | -5.1% | +4.3% |
| 6M | +1.3% | +21.9% | -20.6% | -3.5% |
| YTD | +17.6% | +13.6% | +4.1% | +13.6% |
| 1Y | +37.2% | +0.5% | +36.7% | +36.1% |
| 3Y | +57.7% | +43.8% | +14.0% | +42.6% |
| 5Y | +106.3% | +41.2% | +65.1% | +83.0% |
| All | +195.5% | +149.4% | +46.2% | +104.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling