+117.9%
AMGN vs NXT
+213.5%
-95.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.4% |
| 7D | +1.1% | -9.4% | +10.6% | +1.7% |
| 30D | +9.3% | +15.1% | -5.8% | +8.2% |
| 3M | +12.1% | -9.1% | +21.2% | +12.6% |
| 6M | +40.3% | -30.3% | +70.6% | +42.6% |
| YTD | +45.2% | +9.1% | +36.1% | +42.1% |
| 1Y | +42.4% | +7.9% | +34.6% | +39.4% |
| 3Y | +91.0% | +176.5% | -85.5% | +73.3% |
| All | +117.9% | +213.5% | -95.6% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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