+202.0%
IONQ vs AMGN
+137.8%
+64.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | 0.0% | +23.4% | +23.4% |
| 7D | +8.6% | -1.2% | +9.8% | +8.9% |
| 30D | -21.1% | +11.5% | -32.6% | -22.3% |
| 3M | -17.9% | +14.4% | -32.3% | -19.7% |
| 6M | -37.9% | +40.9% | -78.9% | -41.8% |
| YTD | -27.3% | +43.5% | -70.8% | -32.3% |
| 1Y | -43.2% | +49.9% | -93.1% | -47.6% |
| 3Y | +191.0% | +84.6% | +106.4% | +158.8% |
| 5Y | +69.3% | +151.6% | -82.4% | +48.7% |
| All | +202.0% | +137.8% | +64.2% | +157.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling