+108.0%
AMGN vs FDS
-20.4%
+128.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -4.3% | -5.8% | -9.5% |
| 7D | -10.3% | -5.4% | -4.9% | -9.5% |
| 30D | -3.8% | +1.6% | -5.3% | -3.9% |
| 3M | +14.4% | +17.7% | -3.4% | +11.8% |
| 6M | +7.8% | +29.1% | -21.2% | +3.6% |
| YTD | +22.6% | +1.0% | +21.6% | +23.0% |
| 1Y | +44.2% | -21.6% | +65.8% | +52.2% |
| 3Y | +65.8% | -30.1% | +95.9% | +78.2% |
| 5Y | +108.0% | -20.7% | +128.7% | +119.0% |
| All | +108.0% | -20.4% | +128.4% | +119.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling