-95.7%
SNDQ vs AMGN
+28.2%
-124.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.8% | -1.6% | -22.3% | -21.1% |
| 7D | -30.8% | +1.1% | -31.9% | -31.3% |
| 30D | -51.7% | +7.8% | -59.6% | -56.7% |
| 3M | -78.0% | +27.3% | -105.3% | -82.6% |
| All | -95.7% | +28.2% | -124.0% | -96.6% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling