+506.3%
NOW vs AMGN
+316.8%
+189.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -8.7% | +0.9% | -9.6% | -9.0% |
| 30D | -29.3% | +12.1% | -41.4% | -32.3% |
| 3M | -21.8% | +12.2% | -34.0% | -25.4% |
| 6M | +9.2% | +42.1% | -32.9% | -4.8% |
| YTD | -35.0% | +45.0% | -80.0% | -44.5% |
| 1Y | -42.5% | +47.7% | -90.2% | -51.5% |
| 3Y | -21.5% | +90.4% | -111.9% | -43.1% |
| 5Y | -25.8% | +154.9% | -180.7% | -55.1% |
| 10Y | +506.3% | +313.6% | +192.8% | +180.0% |
| All | +506.3% | +316.8% | +189.5% | +180.0% |
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