+109.1%
AMGN vs NWSA
+39.0%
+70.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.5% | -2.1% |
| 7D | -13.9% | -4.8% | -9.1% | -13.2% |
| 30D | -7.1% | +3.0% | -10.1% | -7.5% |
| 3M | +13.9% | +9.3% | +4.6% | +12.3% |
| 6M | +3.2% | +23.2% | -19.9% | -0.3% |
| YTD | +19.2% | +13.3% | +5.9% | +16.7% |
| 1Y | +41.1% | +2.9% | +38.2% | +40.1% |
| 3Y | +61.3% | +43.3% | +18.0% | +51.6% |
| 5Y | +109.1% | +40.9% | +68.2% | +94.0% |
| All | +109.1% | +39.0% | +70.0% | +94.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling