-59.2%
NKE vs AMGN
+59.9%
-119.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.8% |
| 7D | -4.2% | -13.7% | +9.5% | -0.7% |
| 30D | -8.2% | -8.8% | +0.6% | -6.2% |
| 3M | -19.1% | +7.2% | -26.3% | -20.8% |
| 6M | -32.6% | +1.3% | -33.9% | -33.2% |
| YTD | -40.7% | +17.6% | -58.4% | -43.4% |
| 1Y | -48.9% | +37.2% | -86.0% | -53.1% |
| 3Y | -59.2% | +57.7% | -117.0% | -64.0% |
| All | -59.2% | +59.9% | -119.1% | -64.0% |
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