+2,771.1%
NOW vs AMGN
+782.2%
+1,988.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.3% |
| 7D | -2.4% | +1.1% | -3.5% | -2.9% |
| 30D | +20.5% | +7.8% | +12.7% | +16.6% |
| 3M | +18.3% | +27.3% | -8.9% | +6.4% |
| 6M | +24.1% | +16.8% | +7.2% | +14.8% |
| YTD | -7.8% | +36.3% | -44.1% | -21.0% |
| 1Y | -21.4% | +60.4% | -81.8% | -38.2% |
| 3Y | +19.5% | +86.3% | -66.8% | -16.3% |
| 5Y | +4.1% | +125.7% | -121.6% | -36.0% |
| 10Y | +826.4% | +247.0% | +579.4% | +328.5% |
| All | +2,771.1% | +782.2% | +1,988.9% | +904.4% |
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 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