+33.5%
NEE vs AMGN
+62.1%
-28.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +2.0% | +0.3% |
| 7D | -1.9% | -13.9% | +12.0% | +1.6% |
| 30D | -3.1% | -7.1% | +4.0% | -1.7% |
| 3M | -2.4% | +13.9% | -16.3% | -6.4% |
| 6M | -8.6% | +3.2% | -11.8% | -10.1% |
| YTD | +4.9% | +19.2% | -14.3% | -1.1% |
| 1Y | +19.4% | +41.1% | -21.8% | +6.8% |
| All | +33.5% | +62.1% | -28.6% | +13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling