-38.7%
NOW vs AMGN
+64.6%
-103.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.1% | +0.2% |
| 7D | -27.5% | +5.9% | -33.4% | -26.8% |
| 30D | -20.0% | +18.7% | -38.8% | -18.4% |
| 3M | -7.9% | +23.4% | -31.3% | -4.5% |
| 6M | +18.3% | +49.7% | -31.4% | +29.8% |
| YTD | -29.0% | +49.2% | -78.1% | -24.0% |
| 1Y | -38.7% | +65.7% | -104.4% | -34.3% |
| All | -38.7% | +64.6% | -103.3% | -34.3% |
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