+558.6%
QQQ vs AMGN
+206.2%
+352.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.3% |
| 7D | -0.6% | -13.7% | +13.1% | +4.5% |
| 30D | -1.2% | -8.8% | +7.6% | +1.6% |
| 3M | -0.2% | +7.2% | -7.4% | -3.6% |
| 6M | +17.9% | +1.3% | +16.7% | +16.1% |
| YTD | +16.6% | +17.6% | -1.0% | +8.0% |
| 1Y | +23.0% | +37.2% | -14.2% | +6.6% |
| 3Y | +92.9% | +57.7% | +35.2% | +52.2% |
| 5Y | +95.6% | +106.3% | -10.7% | +33.4% |
| All | +558.6% | +206.2% | +352.4% | +287.0% |
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