-41.8%
NOW vs AMGN
+41.7%
-83.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.1% |
| 7D | -1.7% | +1.5% | -3.1% | -1.5% |
| 30D | -27.4% | +13.1% | -40.5% | -26.3% |
| 3M | -19.4% | +12.9% | -32.3% | -17.8% |
| 6M | +13.1% | +40.8% | -27.7% | +24.1% |
| YTD | -34.3% | +45.6% | -79.9% | -29.1% |
| 1Y | -41.8% | +42.7% | -84.5% | -36.2% |
| All | -41.8% | +41.7% | -83.5% | -36.2% |
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 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