-24.1%
NU vs AMGN
+64.6%
-88.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.7% | -0.5% | +2.7% |
| 7D | +0.2% | +5.9% | -5.7% | -0.7% |
| 30D | -21.0% | +18.7% | -39.7% | -23.3% |
| 3M | -16.3% | +23.4% | -39.7% | -19.7% |
| 6M | -15.3% | +49.7% | -65.1% | -22.4% |
| YTD | -28.4% | +49.2% | -77.6% | -33.5% |
| 1Y | -24.1% | +65.7% | -89.9% | -32.1% |
| All | -24.1% | +64.6% | -88.7% | -32.1% |
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