+325.7%
AMGN vs FIS
-53.2%
+378.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.2% | -4.5% | -1.2% |
| 7D | +1.1% | +2.8% | -1.7% | +0.4% |
| 30D | +9.3% | -16.7% | +26.0% | +12.2% |
| 3M | +12.1% | -32.3% | +44.4% | +21.2% |
| 6M | +40.3% | -29.1% | +69.3% | +49.2% |
| YTD | +45.2% | -54.1% | +99.3% | +72.0% |
| 1Y | +42.4% | -53.7% | +96.2% | +68.2% |
| 3Y | +91.0% | -38.8% | +129.9% | +107.1% |
| 5Y | +157.4% | -71.1% | +228.5% | +236.4% |
| All | +325.7% | -53.2% | +378.8% | +340.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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