+64,196.8%
AMGN vs FICO
+78,645.2%
-14,448.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.6% |
| 3M | +14.4% | -31.7% | +46.1% | +18.5% |
| 6M | +40.9% | -34.0% | +74.9% | +45.7% |
| YTD | +43.5% | -58.3% | +101.9% | +56.5% |
| 1Y | +49.9% | -57.9% | +107.9% | +63.2% |
| 3Y | +84.6% | -24.1% | +108.7% | +81.4% |
| 5Y | +151.6% | +85.3% | +66.3% | +113.8% |
| 10Y | +358.2% | +520.3% | -162.1% | +226.4% |
| All | +64,196.8% | +78,645.2% | -14,448.3% | +36,646.7% |
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 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