+106.2%
AMGN vs QS
-75.4%
+181.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.5% | -2.2% |
| 7D | -13.9% | -5.0% | -8.9% | -13.7% |
| 30D | -7.1% | -18.3% | +11.2% | -6.5% |
| 3M | +13.9% | -26.0% | +39.9% | +14.9% |
| 6M | +3.2% | -24.0% | +27.3% | +3.8% |
| YTD | +19.2% | -50.3% | +69.5% | +21.7% |
| 1Y | +41.1% | -38.0% | +79.1% | +42.5% |
| 3Y | +61.3% | -24.6% | +85.9% | +57.3% |
| All | +106.2% | -75.4% | +181.6% | +100.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling