+1,747.1%
NXPI vs AMGN
+1,097.4%
+649.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.8% | +2.0% |
| 7D | +1.9% | +1.1% | +0.8% | +1.3% |
| 30D | -1.4% | +7.8% | -9.3% | -5.2% |
| 3M | -29.1% | +27.3% | -56.3% | -37.5% |
| 6M | +6.2% | +16.8% | -10.6% | -2.6% |
| YTD | +5.9% | +36.3% | -30.4% | -10.7% |
| 1Y | +2.9% | +60.4% | -57.5% | -20.7% |
| 3Y | +14.5% | +86.3% | -71.8% | -20.6% |
| 5Y | +17.1% | +125.7% | -108.6% | -27.9% |
| 10Y | +193.4% | +247.0% | -53.7% | +35.1% |
| All | +1,747.1% | +1,097.4% | +649.7% | +191.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling