+102.4%
AMGN vs FGI
-69.8%
+172.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +1.9% | -12.0% | -10.1% |
| 7D | -10.3% | +5.2% | -15.4% | -10.3% |
| 30D | -3.8% | +65.2% | -69.0% | -4.3% |
| 3M | +14.4% | +30.2% | -15.8% | +13.8% |
| 6M | +7.8% | +87.8% | -80.0% | +6.6% |
| YTD | +22.6% | +32.5% | -9.9% | +21.5% |
| 1Y | +44.2% | +93.6% | -49.4% | +41.4% |
| 3Y | +65.8% | -2.6% | +68.4% | +62.8% |
| All | +102.4% | -69.8% | +172.2% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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