+65.7%
AMGN vs FERG
+3.8%
+61.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.7% | +1.0% | +3.1% |
| 7D | +5.9% | +7.7% | -1.8% | +4.1% |
| 30D | +18.7% | +11.5% | +7.3% | +15.8% |
| 3M | +23.4% | -2.4% | +25.8% | +23.7% |
| 6M | +49.7% | -4.0% | +53.7% | +51.5% |
| YTD | +49.2% | +13.4% | +35.8% | +44.6% |
| 1Y | +65.7% | +3.1% | +62.7% | +68.0% |
| All | +65.7% | +3.8% | +61.9% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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