+471.1%
AMGN vs NWSA
+123.2%
+347.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.9% | -8.2% | -9.6% |
| 7D | -10.3% | -2.6% | -7.6% | -9.6% |
| 30D | -3.8% | +4.6% | -8.3% | -4.9% |
| 3M | +14.4% | +10.2% | +4.2% | +11.3% |
| 6M | +7.8% | +21.6% | -13.8% | +2.0% |
| YTD | +22.6% | +14.6% | +7.9% | +17.4% |
| 1Y | +44.2% | +0.4% | +43.9% | +42.8% |
| 3Y | +65.8% | +45.0% | +20.8% | +46.9% |
| 5Y | +108.0% | +41.3% | +66.7% | +80.5% |
| 10Y | +209.9% | +142.8% | +67.1% | +106.3% |
| All | +471.1% | +123.2% | +347.9% | +290.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling