-16.7%
NVO vs AMGN
+39.2%
-56.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.7% |
| 7D | -7.6% | -13.7% | +6.1% | -3.1% |
| 30D | -6.0% | -8.8% | +2.8% | -3.1% |
| 3M | -0.8% | +7.2% | -8.0% | -3.2% |
| 6M | +16.5% | +1.3% | +15.2% | +15.7% |
| YTD | -11.1% | +17.6% | -28.8% | -16.6% |
| 1Y | -16.7% | +37.2% | -53.9% | -27.8% |
| All | -16.7% | +39.2% | -56.0% | -27.8% |
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