+244.5%
AMGN vs FCUV
-95.9%
+340.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.0% | +6.5% | -0.5% |
| 7D | -11.6% | -63.8% | +52.1% | -11.7% |
| 30D | -5.7% | -14.7% | +9.0% | -5.6% |
| 3M | +14.2% | +65.3% | -51.1% | +15.1% |
| 6M | +5.2% | -68.5% | +73.7% | +5.9% |
| YTD | +22.0% | -83.0% | +105.0% | +22.7% |
| 1Y | +43.6% | -94.4% | +138.0% | +44.3% |
| 3Y | +65.0% | -99.3% | +164.3% | +65.8% |
| 5Y | +112.0% | -99.9% | +211.9% | +112.7% |
| 10Y | +216.6% | -98.6% | +315.2% | +221.1% |
| All | +244.5% | -95.9% | +340.4% | +253.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling