+345.7%
AMGN vs FICO
+512.2%
-166.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -1.2% | -0.9% | -0.3% | -1.1% |
| 30D | +11.5% | +3.3% | +8.1% | +10.4% |
| 3M | +14.4% | -31.7% | +46.1% | +19.5% |
| 6M | +40.9% | -34.0% | +74.9% | +46.7% |
| YTD | +43.5% | -58.3% | +101.9% | +60.7% |
| 1Y | +49.9% | -57.9% | +107.9% | +67.5% |
| 3Y | +84.6% | -24.1% | +108.7% | +74.8% |
| 5Y | +151.6% | +85.3% | +66.3% | +83.1% |
| All | +345.7% | +512.2% | -166.6% | +112.8% |
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