+1,972.6%
NOW vs AMGN
+829.0%
+1,143.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.0% | -1.2% | -1.8% | -2.5% |
| 30D | -26.0% | +11.5% | -37.5% | -29.6% |
| 3M | -13.1% | +14.4% | -27.5% | -18.5% |
| 6M | +14.5% | +40.9% | -26.4% | -2.5% |
| YTD | -33.4% | +43.5% | -77.0% | -44.6% |
| 1Y | -40.6% | +49.9% | -90.6% | -51.8% |
| 3Y | -16.3% | +84.6% | -100.9% | -41.0% |
| 5Y | -26.3% | +151.6% | -178.0% | -57.3% |
| 10Y | +512.7% | +358.2% | +154.5% | +142.6% |
| All | +1,972.6% | +829.0% | +1,143.6% | +604.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling