+195.5%
AMGN vs FFIV
+249.4%
-53.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.3% | -4.7% | -2.0% |
| 7D | -13.7% | +5.4% | -19.1% | -14.6% |
| 30D | -8.8% | -2.7% | -6.1% | -8.5% |
| 3M | +7.2% | +4.5% | +2.7% | +5.8% |
| 6M | +1.3% | +42.2% | -40.9% | -6.4% |
| YTD | +17.6% | +61.3% | -43.6% | +5.4% |
| 1Y | +37.2% | +23.0% | +14.1% | +29.8% |
| 3Y | +57.7% | +156.3% | -98.5% | +23.5% |
| 5Y | +106.3% | +102.9% | +3.4% | +67.8% |
| All | +195.5% | +249.4% | -53.8% | +104.1% |
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