+30.9%
QCOM vs AMGN
+129.1%
-98.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.5% |
| 7D | +3.3% | +1.1% | +2.2% | +3.0% |
| 30D | +7.7% | +7.8% | -0.1% | +5.5% |
| 3M | -30.1% | +27.3% | -57.3% | -34.8% |
| 6M | +22.8% | +16.8% | +6.0% | +17.2% |
| YTD | +0.2% | +36.3% | -36.1% | -8.7% |
| 1Y | +7.9% | +60.4% | -52.6% | -6.5% |
| 3Y | +55.8% | +86.3% | -30.5% | +27.9% |
| All | +30.9% | +129.1% | -98.2% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling