+898.5%
AMGN vs QID
-100.0%
+998.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.7% |
| 7D | +1.1% | -0.6% | +1.7% | +0.9% |
| 30D | +7.8% | 0.0% | +7.8% | +7.9% |
| 3M | +27.3% | +3.7% | +23.5% | +29.4% |
| 6M | +16.8% | -29.9% | +46.7% | +6.5% |
| YTD | +36.3% | -28.8% | +65.1% | +25.1% |
| 1Y | +60.4% | -37.2% | +97.6% | +42.6% |
| 3Y | +86.3% | -73.7% | +160.1% | +33.9% |
| 5Y | +125.7% | -80.7% | +206.4% | +60.5% |
| 10Y | +247.0% | -99.1% | +346.2% | +2.1% |
| All | +898.5% | -100.0% | +998.5% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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