+16.1%
NXPI vs AMGN
+107.3%
-91.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | -0.1% |
| 7D | -2.3% | -11.6% | +9.4% | +1.8% |
| 30D | -4.3% | -5.7% | +1.3% | -2.7% |
| 3M | -24.7% | +14.2% | -38.9% | -28.8% |
| 6M | +9.7% | +5.2% | +4.6% | +6.8% |
| YTD | +3.8% | +22.0% | -18.2% | -5.2% |
| 1Y | +1.6% | +43.6% | -42.0% | -13.5% |
| 3Y | +16.0% | +65.0% | -49.0% | -8.3% |
| 5Y | +16.1% | +112.0% | -95.9% | -19.9% |
| All | +16.1% | +107.3% | -91.2% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling