+103.4%
AMGN vs QSR
+40.5%
+62.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -2.0% | -1.5% |
| 7D | -13.7% | -4.0% | -9.7% | -12.5% |
| 30D | -8.8% | +2.8% | -11.6% | -9.5% |
| 3M | +7.2% | +5.1% | +2.1% | +5.6% |
| 6M | +1.3% | +8.8% | -7.5% | -1.5% |
| YTD | +17.6% | +14.8% | +2.8% | +12.4% |
| 1Y | +37.2% | +25.7% | +11.4% | +27.3% |
| 3Y | +57.7% | +27.5% | +30.2% | +45.4% |
| All | +103.4% | +40.5% | +62.9% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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