+102.8%
NOK vs AMGN
+106.4%
-3.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.9% |
| 7D | +8.7% | -13.9% | +22.6% | +11.3% |
| 30D | +12.5% | -7.1% | +19.6% | +13.4% |
| 3M | -20.7% | +13.9% | -34.7% | -24.0% |
| 6M | +36.2% | +3.2% | +32.9% | +33.5% |
| YTD | +64.1% | +19.2% | +44.9% | +55.2% |
| 1Y | +132.4% | +41.1% | +91.2% | +110.0% |
| 3Y | +182.9% | +61.3% | +121.6% | +141.4% |
| 5Y | +102.8% | +109.1% | -6.3% | +59.3% |
| All | +102.8% | +106.4% | -3.6% | +59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling