+245.3%
AMGN vs FICO
+606.0%
-360.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -16.7% | +15.1% | +1.3% |
| 7D | +1.1% | -19.2% | +20.3% | +4.6% |
| 30D | +7.8% | -14.6% | +22.4% | +10.4% |
| 3M | +27.3% | -20.1% | +47.3% | +31.0% |
| 6M | +16.8% | -36.3% | +53.2% | +24.0% |
| YTD | +36.3% | -44.9% | +81.2% | +48.3% |
| 1Y | +60.4% | -38.6% | +99.1% | +69.7% |
| 3Y | +86.3% | +4.0% | +82.4% | +69.2% |
| 5Y | +125.7% | +99.5% | +26.1% | +68.6% |
| All | +245.3% | +606.0% | -360.7% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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