+60.4%
AMGN vs NDAQ
+4.3%
+56.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.3% |
| 7D | +1.1% | -2.4% | +3.6% | +1.4% |
| 30D | +7.8% | +2.5% | +5.4% | +7.5% |
| 3M | +27.3% | +9.9% | +17.3% | +25.9% |
| 6M | +16.8% | +9.4% | +7.4% | +15.5% |
| YTD | +36.3% | +0.4% | +35.9% | +36.9% |
| 1Y | +60.4% | +4.0% | +56.4% | +62.6% |
| All | +60.4% | +4.3% | +56.1% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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