+209.9%
AMGN vs FE
+113.1%
+96.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.7% | -9.4% | -9.9% |
| 7D | -10.3% | +0.6% | -10.9% | -10.4% |
| 30D | -3.8% | -2.1% | -1.6% | -3.1% |
| 3M | +14.4% | +2.6% | +11.8% | +13.4% |
| 6M | +7.8% | -6.8% | +14.6% | +10.0% |
| YTD | +22.6% | +6.9% | +15.7% | +19.9% |
| 1Y | +44.2% | +11.6% | +32.7% | +39.1% |
| 3Y | +65.8% | +47.7% | +18.1% | +45.7% |
| 5Y | +108.0% | +46.2% | +61.8% | +81.9% |
| 10Y | +209.9% | +109.2% | +100.7% | +150.0% |
| All | +209.9% | +113.1% | +96.8% | +150.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling