+65.7%
AMGN vs FE
+6.1%
+59.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.8% | +3.7% |
| 7D | +5.9% | +1.7% | +4.2% | +5.3% |
| 30D | +18.7% | +8.1% | +10.6% | +16.1% |
| 3M | +23.4% | -1.3% | +24.7% | +23.6% |
| 6M | +49.7% | +2.9% | +46.8% | +48.4% |
| YTD | +49.2% | +8.6% | +40.6% | +51.1% |
| 1Y | +65.7% | +6.3% | +59.4% | +68.1% |
| All | +65.7% | +6.1% | +59.7% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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