+37.2%
AMGN vs FIS
-40.5%
+77.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -13.7% | -7.9% | -5.8% | -12.4% |
| 30D | -8.8% | -8.0% | -0.8% | -7.5% |
| 3M | +7.2% | +0.6% | +6.6% | +7.4% |
| 6M | +1.3% | -22.2% | +23.5% | +5.1% |
| YTD | +17.6% | -40.8% | +58.4% | +30.0% |
| 1Y | +37.2% | -41.5% | +78.7% | +50.5% |
| All | +37.2% | -40.5% | +77.6% | +50.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling