+60,958.4%
AMGN vs FICO
+104,095.6%
-43,137.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -16.7% | +15.1% | +0.7% |
| 7D | +1.1% | -19.2% | +20.3% | +3.8% |
| 30D | +7.8% | -14.6% | +22.4% | +9.8% |
| 3M | +27.3% | -20.1% | +47.3% | +30.2% |
| 6M | +16.8% | -36.3% | +53.2% | +22.2% |
| YTD | +36.3% | -44.9% | +81.2% | +45.1% |
| 1Y | +60.4% | -38.6% | +99.1% | +67.5% |
| 3Y | +86.3% | +4.0% | +82.4% | +77.7% |
| 5Y | +125.7% | +99.5% | +26.1% | +92.5% |
| 10Y | +247.0% | +604.7% | -357.6% | +145.8% |
| All | +60,958.4% | +104,095.6% | -43,137.2% | +33,959.6% |
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