+70.7%
NFLX vs AMGN
+65.8%
+4.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -8.1% | -11.6% | +3.5% | -7.0% |
| 30D | -0.3% | -5.7% | +5.3% | +0.3% |
| 3M | -6.6% | +14.2% | -20.8% | -7.3% |
| 6M | -22.7% | +5.2% | -27.9% | -22.9% |
| YTD | -18.9% | +22.0% | -40.9% | -19.7% |
| 1Y | -39.8% | +43.6% | -83.4% | -40.8% |
| All | +70.7% | +65.8% | +4.9% | +61.0% |
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