+504.4%
NOW vs AMGN
+321.0%
+183.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -1.7% | +1.5% | -3.1% | -2.1% |
| 30D | -27.4% | +13.1% | -40.5% | -30.7% |
| 3M | -19.4% | +12.9% | -32.3% | -23.3% |
| 6M | +13.1% | +40.8% | -27.7% | -1.0% |
| YTD | -34.3% | +45.6% | -79.9% | -44.0% |
| 1Y | -41.8% | +42.7% | -84.5% | -50.1% |
| 3Y | -20.7% | +91.2% | -111.9% | -42.6% |
| 5Y | -27.2% | +158.1% | -185.3% | -56.2% |
| All | +504.4% | +321.0% | +183.4% | +170.2% |
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