+93.9%
QQQ vs AMGN
+106.4%
-12.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.2% | -0.6% |
| 7D | -1.3% | -13.9% | +12.6% | +1.6% |
| 30D | -1.4% | -7.1% | +5.8% | -0.1% |
| 3M | +2.3% | +13.9% | -11.6% | -1.1% |
| 6M | +16.9% | +3.2% | +13.6% | +15.4% |
| YTD | +15.6% | +19.2% | -3.6% | +10.3% |
| 1Y | +22.6% | +41.1% | -18.5% | +11.9% |
| 3Y | +93.5% | +61.3% | +32.2% | +65.8% |
| 5Y | +93.9% | +109.1% | -15.1% | +50.7% |
| All | +93.9% | +106.4% | -12.5% | +50.7% |
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 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