+323.2%
AMGN vs FICO
+544.1%
-220.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.7% |
| 7D | -2.2% | +4.0% | -6.1% | -2.7% |
| 30D | +12.1% | -1.5% | +13.6% | +12.1% |
| 3M | +13.6% | -29.8% | +43.4% | +18.3% |
| 6M | +43.9% | -33.3% | +77.2% | +49.8% |
| YTD | +45.9% | -56.9% | +102.8% | +62.6% |
| 1Y | +42.1% | -59.5% | +101.6% | +60.1% |
| 3Y | +91.6% | -26.9% | +118.5% | +83.4% |
| 5Y | +158.5% | +92.9% | +65.6% | +86.8% |
| 10Y | +323.2% | +539.5% | -216.3% | +94.7% |
| All | +323.2% | +544.1% | -220.9% | +94.7% |
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