+195.5%
AMGN vs FDX
+182.5%
+13.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | -13.7% | -3.3% | -10.4% | -13.0% |
| 30D | -8.8% | -4.5% | -4.3% | -7.9% |
| 3M | +7.2% | -7.3% | +14.5% | +8.9% |
| 6M | +1.3% | +7.5% | -6.3% | -0.6% |
| YTD | +17.6% | +35.1% | -17.4% | +10.0% |
| 1Y | +37.2% | +71.4% | -34.2% | +22.0% |
| 3Y | +57.7% | +60.8% | -3.1% | +38.8% |
| 5Y | +106.3% | +65.5% | +40.8% | +76.1% |
| All | +195.5% | +182.5% | +13.1% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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