+1,101.8%
NBIS vs AMGN
+29.8%
+1,071.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.5% |
| 7D | +17.8% | -11.6% | +29.4% | +15.2% |
| 30D | +30.5% | -5.7% | +36.2% | +29.1% |
| 3M | +9.2% | +14.2% | -5.0% | +10.1% |
| 6M | +153.2% | +5.2% | +148.0% | +156.6% |
| YTD | +187.1% | +22.0% | +165.2% | +192.1% |
| 1Y | +151.1% | +43.6% | +107.5% | +155.1% |
| All | +1,101.8% | +29.8% | +1,071.9% | +1,235.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 AMGN 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