+444.8%
NVDA vs AMGN
+156.1%
+288.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | -12.7% | +1.1% | -13.9% | -12.9% |
| 30D | -26.4% | +9.3% | -35.7% | -27.2% |
| 3M | -27.6% | +12.1% | -39.7% | -28.8% |
| 6M | -27.7% | +40.3% | -68.0% | -31.2% |
| YTD | -12.5% | +45.2% | -57.7% | -17.2% |
| 1Y | -12.6% | +42.4% | -55.1% | -17.2% |
| 3Y | +235.9% | +91.0% | +144.9% | +193.3% |
| All | +444.8% | +156.1% | +288.7% | +306.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling