+65.8%
AMGN vs FDS
-30.4%
+96.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -4.3% | -5.8% | -9.6% |
| 7D | -10.3% | -5.4% | -4.9% | -9.7% |
| 30D | -3.8% | +1.6% | -5.3% | -3.9% |
| 3M | +14.4% | +17.7% | -3.4% | +12.6% |
| 6M | +7.8% | +29.1% | -21.2% | +4.9% |
| YTD | +22.6% | +1.0% | +21.6% | +24.3% |
| 1Y | +44.2% | -21.6% | +65.8% | +54.4% |
| 3Y | +65.8% | -30.1% | +95.9% | +78.5% |
| All | +65.8% | -30.4% | +96.2% | +78.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling