+227.2%
IONQ vs AMGN
+140.3%
+86.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.0% | +7.3% | +8.2% |
| 7D | +25.5% | 0.0% | +25.5% | +25.6% |
| 30D | -11.4% | +12.1% | -23.5% | -12.9% |
| 3M | -20.5% | +13.9% | -34.3% | -22.2% |
| 6M | -28.2% | +42.1% | -70.4% | -32.7% |
| YTD | -21.2% | +45.0% | -66.3% | -26.7% |
| 1Y | -40.4% | +49.3% | -89.7% | -44.9% |
| 3Y | +214.7% | +92.8% | +121.9% | +178.3% |
| 5Y | +56.9% | +156.7% | -99.9% | +37.6% |
| All | +227.2% | +140.3% | +86.9% | +178.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 10y: compounded portfolio wealth divided by compounded AMGN 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…
10y analysis · Full analysis span regression · 6 months rolling