+1,607.8%
AMGN vs NDAQ
+2,327.9%
-720.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.2% |
| 7D | +1.1% | -2.4% | +3.6% | +1.5% |
| 30D | +7.8% | +2.5% | +5.4% | +7.3% |
| 3M | +27.3% | +9.9% | +17.3% | +24.9% |
| 6M | +16.8% | +9.4% | +7.4% | +14.6% |
| YTD | +36.3% | +0.4% | +35.9% | +35.5% |
| 1Y | +60.4% | +4.0% | +56.4% | +58.3% |
| 3Y | +86.3% | +94.4% | -8.0% | +63.3% |
| 5Y | +125.7% | +56.7% | +68.9% | +103.7% |
| 10Y | +247.0% | +375.3% | -128.3% | +159.3% |
| All | +1,607.8% | +2,327.9% | -720.1% | +1,001.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling