+138.6%
NOK vs AMGN
+206.2%
-67.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.3% | +6.1% | +5.2% |
| 7D | +11.0% | -13.7% | +24.7% | +15.4% |
| 30D | +7.8% | -8.8% | +16.6% | +10.1% |
| 3M | -21.0% | +7.2% | -28.2% | -23.8% |
| 6M | +40.9% | +1.3% | +39.6% | +38.1% |
| YTD | +72.0% | +17.6% | +54.4% | +60.1% |
| 1Y | +140.9% | +37.2% | +103.7% | +111.9% |
| 3Y | +194.3% | +57.7% | +136.5% | +140.0% |
| 5Y | +112.5% | +106.3% | +6.3% | +54.3% |
| All | +138.6% | +206.2% | -67.6% | +49.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling