-39.3%
NFLX vs AMGN
+64.6%
-103.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.7% | +0.9% | +3.9% |
| 7D | +7.1% | +5.9% | +1.2% | +5.9% |
| 30D | -1.6% | +18.7% | -20.4% | -4.8% |
| 3M | -9.8% | +23.4% | -33.2% | -13.1% |
| 6M | -27.1% | +49.7% | -76.8% | -31.5% |
| YTD | -29.2% | +49.2% | -78.4% | -32.9% |
| 1Y | -39.3% | +65.7% | -105.0% | -42.5% |
| All | -39.3% | +64.6% | -103.9% | -42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling