+185.7%
IONQ vs AMGN
+141.2%
+44.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.2% | -9.2% | -9.4% |
| 7D | +16.8% | +1.5% | +15.3% | +16.5% |
| 30D | -11.1% | +13.1% | -24.3% | -12.7% |
| 3M | -31.7% | +12.9% | -44.6% | -33.1% |
| 6M | -44.8% | +40.8% | -85.5% | -48.1% |
| YTD | -31.2% | +45.6% | -76.8% | -36.1% |
| 1Y | -39.1% | +42.7% | -81.9% | -43.1% |
| 3Y | +189.5% | +91.2% | +98.3% | +156.3% |
| 5Y | +53.2% | +158.1% | -105.0% | +34.3% |
| All | +185.7% | +141.2% | +44.5% | +143.0% |
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