+34.5%
NXPI vs AMGN
+157.0%
-122.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +9.4% | +1.5% | +7.9% | +8.8% |
| 30D | +18.1% | +13.1% | +5.0% | +13.4% |
| 3M | +15.0% | +12.9% | +2.1% | +10.0% |
| 6M | -8.4% | +40.8% | -49.2% | -19.6% |
| YTD | +24.8% | +45.6% | -20.9% | +7.4% |
| 1Y | +33.3% | +42.7% | -9.5% | +15.6% |
| 3Y | +51.0% | +91.2% | -40.2% | +14.0% |
| 5Y | +34.5% | +158.1% | -123.6% | -11.1% |
| All | +34.5% | +157.0% | -122.5% | -11.1% |
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 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