+64,177.3%
AMGN vs FICO
+78,963.7%
-14,786.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.9% | -4.7% | -3.9% |
| 7D | -0.1% | -0.3% | +0.2% | -0.1% |
| 30D | +14.3% | +1.7% | +12.6% | +13.7% |
| 3M | +13.5% | -35.2% | +48.7% | +18.4% |
| 6M | +41.5% | -33.7% | +75.2% | +46.2% |
| YTD | +43.5% | -58.2% | +101.7% | +56.4% |
| 1Y | +47.9% | -56.6% | +104.5% | +60.3% |
| 3Y | +86.6% | -24.0% | +110.6% | +83.3% |
| 5Y | +151.6% | +86.1% | +65.5% | +113.7% |
| 10Y | +358.1% | +522.8% | -164.7% | +226.1% |
| All | +64,177.3% | +78,963.7% | -14,786.4% | +36,616.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling