+5,219.3%
AMGN vs FE
+563.2%
+4,656.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.2% |
| 7D | -1.2% | 0.0% | -1.2% | -1.2% |
| 30D | +11.5% | +5.2% | +6.3% | +9.9% |
| 3M | +14.4% | 0.0% | +14.4% | +14.4% |
| 6M | +40.9% | +5.0% | +35.9% | +38.8% |
| YTD | +43.5% | +7.9% | +35.7% | +40.2% |
| 1Y | +49.9% | +6.3% | +43.6% | +47.0% |
| 3Y | +84.6% | +46.0% | +38.6% | +64.1% |
| 5Y | +151.6% | +45.6% | +106.0% | +122.0% |
| 10Y | +358.2% | +109.3% | +248.9% | +251.9% |
| All | +5,219.3% | +563.2% | +4,656.2% | +2,914.2% |
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