+139.5%
AMGN vs FGI
-70.0%
+209.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +1.0% |
| 7D | 0.0% | -1.4% | +1.3% | 0.0% |
| 30D | +12.1% | -3.2% | +15.4% | +12.1% |
| 3M | +13.9% | +64.1% | -50.2% | +13.2% |
| 6M | +42.1% | +17.2% | +25.0% | +41.4% |
| YTD | +45.0% | +31.6% | +13.5% | +43.7% |
| 1Y | +49.3% | +45.1% | +4.3% | +47.5% |
| 3Y | +92.8% | -2.0% | +94.7% | +89.1% |
| All | +139.5% | -70.0% | +209.5% | +136.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling