+222.7%
AMGN vs QSR
+203.9%
+18.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -2.1% |
| 7D | -13.9% | -4.7% | -9.2% | -12.8% |
| 30D | -7.1% | +4.3% | -11.5% | -8.1% |
| 3M | +13.9% | +5.4% | +8.5% | +12.4% |
| 6M | +3.2% | +8.2% | -4.9% | +1.1% |
| YTD | +19.2% | +14.1% | +5.1% | +15.0% |
| 1Y | +41.1% | +28.1% | +13.0% | +32.1% |
| 3Y | +61.3% | +25.3% | +36.0% | +50.9% |
| 5Y | +109.1% | +40.4% | +68.7% | +88.7% |
| 10Y | +209.4% | +132.4% | +77.0% | +128.8% |
| All | +222.7% | +203.9% | +18.8% | +114.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling