+13.5%
QCOM vs AMGN
+43.9%
-30.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +4.4% | -11.6% | +16.0% | +5.7% |
| 30D | +9.4% | -5.7% | +15.0% | +9.5% |
| 3M | -13.7% | +14.2% | -27.9% | -17.5% |
| 6M | +28.9% | +5.2% | +23.7% | +25.2% |
| YTD | +4.7% | +22.0% | -17.2% | -2.3% |
| 1Y | +13.5% | +43.6% | -30.1% | +2.3% |
| All | +13.5% | +43.9% | -30.4% | +2.3% |
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 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