+103.4%
AMGN vs FCUV
-99.8%
+203.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.3% | -4.6% | -1.3% |
| 7D | -13.7% | -66.5% | +52.8% | -13.6% |
| 30D | -8.8% | +5.0% | -13.8% | -8.7% |
| 3M | +7.2% | +63.8% | -56.6% | +7.3% |
| 6M | +1.3% | -67.8% | +69.1% | +1.9% |
| YTD | +17.6% | -82.4% | +100.1% | +18.7% |
| 1Y | +37.2% | -94.7% | +131.9% | +39.3% |
| 3Y | +57.7% | -99.3% | +157.0% | +60.5% |
| All | +103.4% | -99.8% | +203.3% | +108.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling