-6.4%
NU vs AMGN
+39.2%
-45.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.3% | -2.4% |
| 7D | -4.9% | -13.7% | +8.8% | -2.6% |
| 30D | +7.8% | -8.8% | +16.6% | +9.5% |
| 3M | +20.9% | +7.2% | +13.7% | +19.2% |
| 6M | +0.9% | +1.3% | -0.4% | -0.6% |
| YTD | -12.7% | +17.6% | -30.3% | -14.2% |
| 1Y | -6.4% | +37.2% | -43.6% | -6.9% |
| All | -6.4% | +39.2% | -45.6% | -6.9% |
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