+108.0%
AMGN vs FFIV
+92.2%
+15.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.2% | -9.9% | -10.1% |
| 7D | -10.3% | -1.5% | -8.7% | -10.1% |
| 30D | -3.8% | -2.7% | -1.1% | -3.6% |
| 3M | +14.4% | -1.7% | +16.0% | +14.2% |
| 6M | +7.8% | +36.1% | -28.3% | +3.9% |
| YTD | +22.6% | +52.6% | -30.1% | +16.3% |
| 1Y | +44.2% | +21.5% | +22.7% | +40.5% |
| 3Y | +65.8% | +142.7% | -76.9% | +45.2% |
| 5Y | +108.0% | +92.6% | +15.4% | +85.3% |
| All | +108.0% | +92.2% | +15.8% | +85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling