+60,958.4%
AMGN vs FHN
+1,824.4%
+59,134.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | +1.1% | +1.2% | -0.1% | +0.9% |
| 30D | +7.8% | -4.7% | +12.5% | +8.7% |
| 3M | +27.3% | +3.5% | +23.7% | +26.3% |
| 6M | +16.8% | +7.8% | +9.0% | +15.1% |
| YTD | +36.3% | +5.9% | +30.4% | +34.6% |
| 1Y | +60.4% | +12.5% | +48.0% | +56.2% |
| 3Y | +86.3% | +117.2% | -30.9% | +58.4% |
| 5Y | +125.7% | +86.5% | +39.1% | +89.0% |
| 10Y | +247.0% | +125.7% | +121.3% | +161.9% |
| All | +60,958.4% | +1,824.4% | +59,134.0% | +19,518.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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