+51,846.2%
NFLX vs AMGN
+1,296.8%
+50,549.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -2.0% | +1.1% | -3.1% | -2.4% |
| 30D | -11.9% | +9.3% | -21.2% | -14.6% |
| 3M | -20.6% | +12.1% | -32.7% | -23.9% |
| 6M | -29.0% | +40.3% | -69.3% | -37.3% |
| YTD | -33.7% | +45.2% | -78.9% | -42.4% |
| 1Y | -46.2% | +42.4% | -88.6% | -53.0% |
| 3Y | +39.8% | +91.0% | -51.3% | +6.4% |
| 5Y | -9.0% | +157.4% | -166.3% | -39.0% |
| 10Y | +441.5% | +321.0% | +120.5% | +199.7% |
| All | +51,846.2% | +1,296.8% | +50,549.4% | +16,440.2% |
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 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