+1,728.4%
AMGN vs NDAQ
+2,658.0%
-929.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -2.2% | 0.0% | -2.1% | -2.2% |
| 30D | +12.1% | +16.3% | -4.2% | +9.1% |
| 3M | +13.6% | +15.8% | -2.2% | +10.6% |
| 6M | +43.9% | +24.8% | +19.1% | +38.0% |
| YTD | +45.9% | +14.1% | +31.9% | +41.8% |
| 1Y | +42.1% | +26.5% | +15.6% | +35.5% |
| 3Y | +91.6% | +119.1% | -27.6% | +64.4% |
| 5Y | +158.5% | +70.9% | +87.6% | +129.9% |
| 10Y | +323.2% | +479.7% | -156.5% | +205.9% |
| All | +1,728.4% | +2,658.0% | -929.6% | +1,052.5% |
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