+65.8%
AMGN vs NDAQ
+91.7%
-25.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.9% | -8.2% | -9.7% |
| 7D | -10.3% | -2.6% | -7.7% | -9.7% |
| 30D | -3.8% | +0.5% | -4.2% | -3.8% |
| 3M | +14.4% | +9.9% | +4.5% | +12.2% |
| 6M | +7.8% | +8.2% | -0.4% | +5.8% |
| YTD | +22.6% | -1.5% | +24.1% | +22.9% |
| 1Y | +44.2% | +1.3% | +42.9% | +43.7% |
| 3Y | +65.8% | +92.6% | -26.8% | +35.1% |
| All | +65.8% | +91.7% | -25.9% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling