-42.5%
NOW vs AMGN
+49.1%
-91.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -8.7% | +0.9% | -9.6% | -8.6% |
| 30D | -29.3% | +12.1% | -41.4% | -28.3% |
| 3M | -21.8% | +12.2% | -34.0% | -20.3% |
| 6M | +9.2% | +42.1% | -32.9% | +20.1% |
| YTD | -35.0% | +45.0% | -80.0% | -30.0% |
| 1Y | -42.5% | +47.7% | -90.2% | -37.3% |
| All | -42.5% | +49.1% | -91.6% | -37.3% |
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