+924.5%
AMGN vs FERG
+1,315.5%
-391.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.4% |
| 7D | -11.6% | +0.9% | -12.5% | -11.7% |
| 30D | -5.7% | -15.1% | +9.4% | -4.6% |
| 3M | +14.2% | -4.8% | +19.1% | +14.5% |
| 6M | +5.2% | -2.5% | +7.6% | +5.3% |
| YTD | +22.0% | +1.8% | +20.2% | +21.7% |
| 1Y | +43.6% | -0.3% | +44.0% | +43.5% |
| 3Y | +65.0% | +52.9% | +12.1% | +60.9% |
| 5Y | +112.0% | +69.3% | +42.8% | +105.0% |
| 10Y | +216.6% | +352.7% | -136.1% | +194.7% |
| All | +924.5% | +1,315.5% | -391.0% | +832.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling