+125.1%
AMGN vs FGI
-70.4%
+195.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.5% | -9.1% | -1.6% |
| 7D | +1.1% | +0.5% | +0.6% | +1.1% |
| 30D | +7.8% | +65.4% | -57.6% | +7.2% |
| 3M | +27.3% | +23.5% | +3.8% | +26.7% |
| 6M | +16.8% | +60.5% | -43.7% | +15.6% |
| YTD | +36.3% | +30.0% | +6.3% | +35.1% |
| 1Y | +60.4% | +82.1% | -21.6% | +57.4% |
| 3Y | +86.3% | -4.4% | +90.7% | +82.9% |
| All | +125.1% | -70.4% | +195.5% | +122.7% |
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