+325.7%
AMGN vs FDS
+127.7%
+198.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +1.1% | +1.5% | -0.3% | +0.8% |
| 30D | +9.3% | +14.8% | -5.5% | +5.4% |
| 3M | +12.1% | +16.3% | -4.2% | +7.4% |
| 6M | +40.3% | +66.2% | -26.0% | +20.8% |
| YTD | +45.2% | +16.2% | +28.9% | +37.2% |
| 1Y | +42.4% | +21.8% | +20.6% | +32.2% |
| 3Y | +91.0% | -23.9% | +114.9% | +103.7% |
| 5Y | +157.4% | -23.1% | +180.5% | +168.5% |
| All | +325.7% | +127.7% | +198.0% | +186.1% |
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