+31.3%
NFLX vs AMGN
+103.1%
-71.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.2% | +2.1% |
| 7D | -1.1% | -13.7% | +12.6% | +1.3% |
| 30D | +4.3% | -8.8% | +13.1% | +5.9% |
| 3M | -4.8% | +7.2% | -12.0% | -5.7% |
| 6M | -18.4% | +1.3% | -19.7% | -18.6% |
| YTD | -17.4% | +17.6% | -35.1% | -19.6% |
| 1Y | -35.7% | +37.2% | -72.9% | -38.9% |
| 3Y | +73.8% | +57.7% | +16.1% | +54.5% |
| All | +31.3% | +103.1% | -71.8% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling