+103.4%
AMGN vs FERG
+67.5%
+35.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.5% |
| 7D | -13.7% | -2.6% | -11.1% | -13.3% |
| 30D | -8.8% | -8.9% | +0.1% | -7.2% |
| 3M | +7.2% | -2.0% | +9.2% | +7.4% |
| 6M | +1.3% | -3.2% | +4.5% | +1.5% |
| YTD | +17.6% | +1.5% | +16.1% | +16.8% |
| 1Y | +37.2% | +0.5% | +36.7% | +36.3% |
| 3Y | +57.7% | +50.4% | +7.3% | +44.7% |
| All | +103.4% | +67.5% | +35.9% | +76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling