+74.8%
QCOM vs AMGN
+68.2%
+6.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -10.1% | +13.2% | +5.3% |
| 7D | +5.1% | -10.3% | +15.3% | +7.3% |
| 30D | +4.3% | -3.8% | +8.0% | +4.6% |
| 3M | -19.6% | +14.4% | -34.0% | -23.2% |
| 6M | +29.5% | +7.8% | +21.6% | +25.5% |
| YTD | +3.4% | +22.6% | -19.2% | -3.6% |
| 1Y | +10.9% | +44.2% | -33.3% | -1.4% |
| 3Y | +74.8% | +65.8% | +9.0% | +49.7% |
| All | +74.8% | +68.2% | +6.6% | +49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling