+83.1%
AMGN vs NXT
+171.8%
-88.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.3% |
| 3M | +14.2% | -30.9% | +45.2% | +16.7% |
| 6M | +5.2% | -23.8% | +29.0% | +6.0% |
| YTD | +22.0% | -5.4% | +27.4% | +20.7% |
| 1Y | +43.6% | +28.0% | +15.6% | +39.1% |
| 3Y | +65.0% | +93.3% | -28.3% | +51.9% |
| All | +83.1% | +171.8% | -88.7% | +69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling