+2.3%
QCOM vs AMGN
+64.6%
-62.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.7% | +1.6% | +5.0% |
| 7D | -5.3% | +5.9% | -11.2% | -5.8% |
| 30D | -4.2% | +18.7% | -22.9% | -5.7% |
| 3M | +7.0% | +23.4% | -16.4% | +3.8% |
| 6M | +3.8% | +49.7% | -45.9% | -5.1% |
| YTD | +2.8% | +49.2% | -46.3% | -6.7% |
| 1Y | +2.3% | +65.7% | -63.5% | -12.1% |
| All | +2.3% | +64.6% | -62.3% | -12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling