-47.4%
NKE vs AMGN
+57.8%
-105.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.5% |
| 7D | -2.0% | +1.1% | -3.1% | -2.4% |
| 30D | -8.6% | +7.8% | -16.4% | -10.8% |
| 3M | -11.0% | +27.3% | -38.3% | -17.7% |
| 6M | -33.2% | +16.8% | -50.1% | -36.5% |
| YTD | -38.1% | +36.3% | -74.5% | -44.2% |
| 1Y | -47.4% | +60.4% | -107.8% | -56.3% |
| All | -47.4% | +57.8% | -105.2% | -56.3% |
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