+63.6%
AMGN vs NXT
+89.5%
-26.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | -0.2% |
| 7D | -11.6% | -0.2% | -11.4% | -11.6% |
| 30D | -5.7% | -20.0% | +14.3% | -4.2% |
| 3M | +14.2% | -30.9% | +45.2% | +17.0% |
| 6M | +5.2% | -23.8% | +29.0% | +6.1% |
| YTD | +22.0% | -5.4% | +27.4% | +20.4% |
| 1Y | +43.6% | +28.0% | +15.6% | +38.2% |
| All | +63.6% | +89.5% | -26.0% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling