+323.2%
AMGN vs FFIV
+130.1%
+193.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | +0.5% |
| 7D | -2.2% | -2.9% | +0.8% | -1.7% |
| 30D | +12.1% | -32.4% | +44.5% | +19.3% |
| 3M | +13.6% | -22.7% | +36.4% | +17.6% |
| 6M | +43.9% | -10.7% | +54.6% | +44.0% |
| YTD | +45.9% | +25.4% | +20.6% | +35.0% |
| 1Y | +42.1% | +34.2% | +8.0% | +29.3% |
| 3Y | +91.6% | +101.2% | -9.6% | +53.8% |
| 5Y | +158.5% | +42.0% | +116.6% | +124.0% |
| 10Y | +323.2% | +126.7% | +196.5% | +198.5% |
| All | +323.2% | +130.1% | +193.2% | +198.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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