+199.6%
AMGN vs FDS
+66.9%
+132.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.8% | +3.6% | -0.7% |
| 7D | -13.9% | -16.0% | +2.1% | -9.8% |
| 30D | -7.1% | -6.7% | -0.4% | -5.5% |
| 3M | +13.9% | +6.0% | +8.0% | +11.5% |
| 6M | +3.2% | +25.1% | -21.8% | -4.7% |
| YTD | +19.2% | -8.1% | +27.4% | +20.1% |
| 1Y | +41.1% | -26.0% | +67.2% | +51.5% |
| 3Y | +61.3% | -36.4% | +97.7% | +79.7% |
| 5Y | +109.1% | -27.7% | +136.8% | +116.6% |
| All | +199.6% | +66.9% | +132.7% | +116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling