+212.4%
NXPI vs AMGN
+319.8%
-107.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +6.8% | +1.1% | +5.6% | +6.3% |
| 30D | +20.0% | +9.3% | +10.8% | +15.8% |
| 3M | +14.8% | +12.1% | +2.7% | +8.9% |
| 6M | -10.5% | +40.3% | -50.7% | -23.5% |
| YTD | +23.7% | +45.2% | -21.5% | +3.4% |
| 1Y | +34.1% | +42.4% | -8.4% | +12.9% |
| 3Y | +51.2% | +91.0% | -39.8% | +8.5% |
| 5Y | +33.4% | +157.4% | -124.0% | -18.3% |
| All | +212.4% | +319.8% | -107.4% | +68.8% |
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 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