+195.5%
AMGN vs FERG
+351.3%
-155.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.4% |
| 7D | -13.7% | -2.6% | -11.1% | -13.5% |
| 30D | -8.8% | -8.9% | +0.1% | -8.0% |
| 3M | +7.2% | -2.0% | +9.2% | +7.3% |
| 6M | +1.3% | -3.2% | +4.5% | +1.4% |
| YTD | +17.6% | +1.5% | +16.1% | +17.3% |
| 1Y | +37.2% | +0.5% | +36.7% | +36.8% |
| 3Y | +57.7% | +50.4% | +7.3% | +52.4% |
| 5Y | +106.3% | +68.7% | +37.6% | +96.8% |
| All | +195.5% | +351.3% | -155.8% | +141.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling