+49,194.2%
QCOM vs AMGN
+8,910.3%
+40,283.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.5% |
| 7D | +0.4% | -1.2% | +1.6% | +1.0% |
| 30D | -6.6% | +11.5% | -18.1% | -10.3% |
| 3M | +3.7% | +14.4% | -10.7% | -2.0% |
| 6M | -13.3% | +40.9% | -54.2% | -24.8% |
| YTD | -1.8% | +43.5% | -45.3% | -15.7% |
| 1Y | -2.5% | +49.9% | -52.4% | -17.8% |
| 3Y | +47.0% | +84.6% | -37.7% | +12.2% |
| 5Y | +13.1% | +151.6% | -138.5% | -24.2% |
| 10Y | +224.7% | +358.2% | -133.5% | +71.0% |
| All | +49,194.2% | +8,910.3% | +40,283.9% | +8,505.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling