+59.9%
AMGN vs FERG
+50.8%
+9.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.0% |
| 7D | -13.9% | -1.0% | -12.9% | -13.7% |
| 30D | -7.1% | -11.8% | +4.7% | -4.6% |
| 3M | +13.9% | -1.2% | +15.1% | +13.9% |
| 6M | +3.2% | -2.3% | +5.6% | +3.3% |
| YTD | +19.2% | +0.8% | +18.5% | +18.3% |
| 1Y | +41.1% | +0.5% | +40.7% | +40.0% |
| All | +59.9% | +50.8% | +9.1% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling