+158.5%
AMGN vs FDX
+77.4%
+81.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.5% |
| 7D | -2.2% | -2.1% | -0.1% | -1.9% |
| 30D | +12.1% | +10.4% | +1.7% | +10.7% |
| 3M | +13.6% | +0.5% | +13.2% | +13.5% |
| 6M | +43.9% | +6.5% | +37.5% | +42.6% |
| YTD | +45.9% | +40.2% | +5.7% | +40.3% |
| 1Y | +42.1% | +52.1% | -9.9% | +35.5% |
| 3Y | +91.6% | +72.8% | +18.8% | +78.7% |
| 5Y | +158.5% | +76.3% | +82.2% | +144.9% |
| All | +158.5% | +77.4% | +81.1% | +144.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling