+514.0%
NOW vs AMGN
+319.8%
+194.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | +0.3% | +1.1% | -0.9% | -0.1% |
| 30D | -27.0% | +9.3% | -36.2% | -29.4% |
| 3M | -19.6% | +12.1% | -31.7% | -23.3% |
| 6M | +17.5% | +40.3% | -22.8% | +2.9% |
| YTD | -33.3% | +45.2% | -78.4% | -43.1% |
| 1Y | -39.8% | +42.4% | -82.3% | -48.4% |
| 3Y | -19.9% | +91.0% | -111.0% | -42.0% |
| 5Y | -26.1% | +157.4% | -183.4% | -55.5% |
| All | +514.0% | +319.8% | +194.2% | +174.8% |
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 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