+41.1%
AMGN vs NXT
+26.5%
+14.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.2% |
| 7D | -13.9% | -2.6% | -11.3% | -13.7% |
| 30D | -7.1% | -22.4% | +15.3% | -5.6% |
| 3M | +13.9% | -27.3% | +41.2% | +15.9% |
| 6M | +3.2% | -28.5% | +31.7% | +4.0% |
| YTD | +19.2% | -6.6% | +25.9% | +15.8% |
| 1Y | +41.1% | +20.4% | +20.8% | +40.6% |
| All | +41.1% | +26.5% | +14.7% | +40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling