+230.9%
QCOM vs AMGN
+327.2%
-96.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.6% | +3.3% |
| 7D | +5.8% | 0.0% | +5.8% | +6.0% |
| 30D | -2.3% | +12.1% | -14.4% | -6.5% |
| 3M | +2.7% | +13.9% | -11.2% | -3.0% |
| 6M | -21.0% | +42.1% | -63.2% | -32.4% |
| YTD | +1.8% | +45.0% | -43.2% | -14.0% |
| 1Y | +2.4% | +49.3% | -46.9% | -14.7% |
| 3Y | +52.1% | +92.8% | -40.6% | +10.0% |
| 5Y | +14.6% | +156.7% | -142.1% | -29.5% |
| 10Y | +230.9% | +328.1% | -97.3% | +65.3% |
| All | +230.9% | +327.2% | -96.3% | +65.3% |
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