+84.4%
AMGN vs FFIV
+142.5%
-58.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.1% | -1.5% |
| 7D | +1.1% | -1.0% | +2.1% | +1.1% |
| 30D | +7.8% | -5.1% | +12.9% | +8.1% |
| 3M | +27.3% | -4.5% | +31.7% | +27.3% |
| 6M | +16.8% | +36.5% | -19.6% | +13.4% |
| YTD | +36.3% | +53.0% | -16.7% | +30.5% |
| 1Y | +60.4% | +24.2% | +36.2% | +57.3% |
| All | +84.4% | +142.5% | -58.1% | +60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling