+790.9%
NOW vs AMGN
+210.7%
+580.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.1% |
| 7D | -4.1% | -11.6% | +7.5% | +0.1% |
| 30D | +2.9% | -5.7% | +8.5% | +4.8% |
| 3M | +22.6% | +14.2% | +8.4% | +16.6% |
| 6M | +7.5% | +5.2% | +2.3% | +4.8% |
| YTD | -14.4% | +22.0% | -36.4% | -21.7% |
| 1Y | -29.8% | +43.6% | -73.4% | -40.4% |
| 3Y | +9.2% | +65.0% | -55.8% | -15.9% |
| 5Y | +0.8% | +112.0% | -111.2% | -33.2% |
| 10Y | +790.9% | +216.6% | +574.4% | +404.4% |
| All | +790.9% | +210.7% | +580.2% | +404.4% |
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