+472.4%
NEM vs AMGN
+57,313.9%
-56,841.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -10.1% | +9.3% | -0.3% |
| 7D | +3.9% | -10.3% | +14.1% | +4.4% |
| 30D | +12.7% | -3.8% | +16.5% | +12.9% |
| 3M | +28.7% | +14.4% | +14.3% | +27.8% |
| 6M | +9.8% | +7.8% | +1.9% | +9.3% |
| YTD | +28.1% | +22.6% | +5.5% | +26.8% |
| 1Y | +69.3% | +44.2% | +25.1% | +66.4% |
| 3Y | +247.7% | +65.8% | +181.9% | +239.3% |
| 5Y | +153.4% | +108.0% | +45.4% | +145.2% |
| 10Y | +291.3% | +209.9% | +81.4% | +275.1% |
| All | +472.4% | +57,313.9% | -56,841.4% | +409.5% |
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 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