+223.9%
NXPI vs AMGN
+206.2%
+17.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.3% | +5.8% | +5.0% |
| 7D | +3.9% | -13.7% | +17.5% | +9.9% |
| 30D | +1.4% | -8.8% | +10.2% | +4.7% |
| 3M | -21.5% | +7.2% | -28.7% | -24.5% |
| 6M | +19.4% | +1.3% | +18.1% | +17.4% |
| YTD | +9.9% | +17.6% | -7.7% | +0.9% |
| 1Y | +7.9% | +37.2% | -29.3% | -7.8% |
| 3Y | +22.7% | +57.7% | -35.1% | -3.3% |
| 5Y | +22.1% | +106.3% | -84.2% | -15.7% |
| All | +223.9% | +206.2% | +17.8% | +94.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling