-52.9%
NVO vs AMGN
+59.9%
-112.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.6% |
| 7D | -7.6% | -13.7% | +6.1% | -2.0% |
| 30D | -6.0% | -8.8% | +2.8% | -2.5% |
| 3M | -0.8% | +7.2% | -8.0% | -4.0% |
| 6M | +16.5% | +1.3% | +15.2% | +15.2% |
| YTD | -11.1% | +17.6% | -28.8% | -18.2% |
| 1Y | -16.7% | +37.2% | -53.9% | -28.7% |
| 3Y | -52.9% | +57.7% | -110.7% | -63.1% |
| All | -52.9% | +59.9% | -112.8% | -63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling