+41.1%
AMGN vs FDX
+73.7%
-32.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.1% | -2.5% |
| 7D | -13.9% | -3.9% | -10.0% | -12.6% |
| 30D | -7.1% | -3.3% | -3.8% | -6.1% |
| 3M | +13.9% | -2.0% | +15.9% | +14.4% |
| 6M | +3.2% | +8.0% | -4.8% | -0.5% |
| YTD | +19.2% | +35.0% | -15.8% | +5.2% |
| 1Y | +41.1% | +73.7% | -32.5% | +11.1% |
| All | +41.1% | +73.7% | -32.6% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling