-37.8%
NFLX vs AMGN
+57.8%
-95.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.6% | -3.8% | -5.0% |
| 7D | -4.2% | +1.1% | -5.4% | -4.4% |
| 30D | +5.5% | +7.8% | -2.4% | +4.0% |
| 3M | -4.1% | +27.3% | -31.3% | -7.7% |
| 6M | -20.7% | +16.8% | -37.5% | -22.7% |
| YTD | -16.5% | +36.3% | -52.9% | -20.2% |
| 1Y | -37.8% | +60.4% | -98.2% | -41.2% |
| All | -37.8% | +57.8% | -95.6% | -41.2% |
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