+112.0%
AMGN vs NDAQ
+52.5%
+59.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | -11.6% | -1.6% | -10.1% | -11.3% |
| 30D | -5.7% | -1.5% | -4.2% | -5.4% |
| 3M | +14.2% | +8.0% | +6.2% | +12.3% |
| 6M | +5.2% | +7.7% | -2.5% | +3.2% |
| YTD | +22.0% | -2.3% | +24.3% | +22.2% |
| 1Y | +43.6% | +0.6% | +43.1% | +42.8% |
| 3Y | +65.0% | +90.9% | -25.9% | +39.6% |
| 5Y | +112.0% | +52.5% | +59.6% | +82.6% |
| All | +112.0% | +52.5% | +59.5% | +82.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling