+60.4%
AMGN vs FCUV
-81.1%
+141.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -13.7% | +12.1% | -1.6% |
| 7D | +1.1% | +62.8% | -61.7% | +1.2% |
| 30D | +7.8% | +66.5% | -58.7% | +8.0% |
| 3M | +27.3% | +459.9% | -432.7% | +28.2% |
| 6M | +16.8% | -12.4% | +29.2% | +18.0% |
| YTD | +36.3% | -47.5% | +83.8% | +37.8% |
| 1Y | +60.4% | -80.5% | +140.9% | +56.3% |
| All | +60.4% | -81.1% | +141.5% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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 · 6 months rolling