+263.7%
QCOM vs AMGN
+211.5%
+52.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -10.1% | +13.2% | +7.0% |
| 7D | +5.1% | -10.3% | +15.3% | +9.0% |
| 30D | +4.3% | -3.8% | +8.0% | +5.1% |
| 3M | -19.6% | +14.4% | -34.0% | -24.8% |
| 6M | +29.5% | +7.8% | +21.6% | +23.9% |
| YTD | +3.4% | +22.6% | -19.2% | -6.6% |
| 1Y | +10.9% | +44.2% | -33.3% | -6.8% |
| 3Y | +74.8% | +65.8% | +9.0% | +34.2% |
| 5Y | +36.2% | +108.0% | -71.8% | -7.8% |
| 10Y | +263.7% | +209.9% | +53.9% | +107.8% |
| All | +263.7% | +211.5% | +52.2% | +107.8% |
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