+195.5%
AMGN vs FIS
-39.8%
+235.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -13.7% | -7.9% | -5.8% | -11.8% |
| 30D | -8.8% | -8.0% | -0.8% | -6.9% |
| 3M | +7.2% | +0.6% | +6.6% | +6.7% |
| 6M | +1.3% | -22.2% | +23.5% | +7.1% |
| YTD | +17.6% | -40.8% | +58.4% | +33.4% |
| 1Y | +37.2% | -41.5% | +78.7% | +55.8% |
| 3Y | +57.7% | -25.5% | +83.2% | +66.0% |
| 5Y | +106.3% | -64.8% | +171.0% | +163.3% |
| All | +195.5% | -39.8% | +235.3% | +198.7% |
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