-95.5%
SNDQ vs AMGN
+12.2%
-107.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.2% | +10.2% | +10.5% |
| 7D | -20.4% | -13.9% | -6.5% | -4.8% |
| 30D | -54.5% | -7.1% | -47.4% | -51.7% |
| 3M | -79.1% | +13.9% | -93.0% | -81.2% |
| All | -95.5% | +12.2% | -107.7% | -95.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling