+600,899.8%
NVDA vs AMGN
+2,054.4%
+598,845.4%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -10.1% | +8.1% | +2.2% |
| 7D | +3.8% | -10.3% | +14.1% | +8.3% |
| 30D | +0.8% | -3.8% | +4.6% | +2.0% |
| 3M | +8.2% | +14.4% | -6.2% | +1.5% |
| 6M | +27.1% | +7.8% | +19.3% | +21.7% |
| YTD | +21.2% | +22.6% | -1.4% | +9.4% |
| 1Y | +34.3% | +44.2% | -9.9% | +12.3% |
| 3Y | +396.3% | +65.8% | +330.4% | +276.7% |
| 5Y | +913.8% | +108.0% | +805.8% | +584.1% |
| 10Y | +14,572.5% | +209.9% | +14,362.6% | +8,220.5% |
| All | +600,899.8% | +2,054.4% | +598,845.4% | +188,725.3% |
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