+57.7%
AMGN vs QS
-24.6%
+82.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.3% | -1.4% |
| 7D | -13.7% | -3.6% | -10.0% | -13.6% |
| 30D | -8.8% | -17.2% | +8.4% | -8.1% |
| 3M | +7.2% | -27.0% | +34.2% | +8.4% |
| 6M | +1.3% | -24.6% | +25.8% | +1.9% |
| YTD | +17.6% | -49.3% | +67.0% | +20.5% |
| 1Y | +37.2% | -40.3% | +77.5% | +39.2% |
| 3Y | +57.7% | -23.8% | +81.6% | +51.6% |
| All | +57.7% | -24.6% | +82.3% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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