+4,951.4%
AMGN vs FE
+561.4%
+4,390.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | +1.1% | +1.9% | -0.8% | +0.6% |
| 30D | +7.8% | -1.2% | +9.0% | +8.2% |
| 3M | +27.3% | +3.5% | +23.8% | +25.9% |
| 6M | +16.8% | -6.1% | +22.9% | +18.8% |
| YTD | +36.3% | +7.6% | +28.7% | +33.2% |
| 1Y | +60.4% | +11.9% | +48.5% | +54.8% |
| 3Y | +86.3% | +48.4% | +37.9% | +64.7% |
| 5Y | +125.7% | +44.8% | +80.9% | +99.4% |
| 10Y | +247.0% | +115.9% | +131.1% | +163.9% |
| All | +4,951.4% | +561.4% | +4,390.0% | +2,764.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling