+34.1%
NXPI vs AMGN
+41.6%
-7.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +6.8% | +1.1% | +5.6% | +6.6% |
| 30D | +20.0% | +9.3% | +10.8% | +18.7% |
| 3M | +14.8% | +12.1% | +2.7% | +13.2% |
| 6M | -10.5% | +40.3% | -50.7% | -16.1% |
| YTD | +23.7% | +45.2% | -21.5% | +12.5% |
| 1Y | +34.1% | +42.4% | -8.4% | +22.6% |
| All | +34.1% | +41.6% | -7.6% | +22.6% |
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