+31.9%
NXPI vs AMGN
+64.6%
-32.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +0.3% |
| 7D | +5.3% | +5.9% | -0.6% | +4.4% |
| 30D | +9.5% | +18.7% | -9.2% | +6.8% |
| 3M | +12.0% | +23.4% | -11.4% | +8.3% |
| 6M | -8.1% | +49.7% | -57.9% | -15.3% |
| YTD | +23.7% | +49.2% | -25.5% | +13.1% |
| 1Y | +31.9% | +65.7% | -33.8% | +17.4% |
| All | +31.9% | +64.6% | -32.7% | +17.4% |
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