+5,990.1%
NKE vs AMGN
+57,036.4%
-51,046.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | -2.3% | -11.6% | +9.3% | +0.3% |
| 30D | -10.4% | -5.7% | -4.7% | -9.3% |
| 3M | -15.5% | +14.2% | -29.7% | -18.1% |
| 6M | -32.6% | +5.2% | -37.8% | -33.6% |
| YTD | -39.8% | +22.0% | -61.8% | -42.7% |
| 1Y | -47.6% | +43.6% | -91.2% | -51.9% |
| 3Y | -59.0% | +65.0% | -124.0% | -63.9% |
| 5Y | -74.9% | +112.0% | -187.0% | -79.2% |
| 10Y | -21.9% | +216.6% | -238.5% | -41.4% |
| All | +5,990.1% | +57,036.4% | -51,046.3% | +777.8% |
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