+112.0%
AMGN vs FIS
-66.7%
+178.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | 0.0% |
| 7D | -11.6% | -9.1% | -2.6% | -10.3% |
| 30D | -5.7% | -10.4% | +4.8% | -4.1% |
| 3M | +14.2% | -3.7% | +17.9% | +14.7% |
| 6M | +5.2% | -24.8% | +30.0% | +9.3% |
| YTD | +22.0% | -41.6% | +63.6% | +31.5% |
| 1Y | +43.6% | -42.7% | +86.4% | +55.1% |
| 3Y | +65.0% | -26.2% | +91.2% | +73.0% |
| 5Y | +112.0% | -66.1% | +178.2% | +144.0% |
| All | +112.0% | -66.7% | +178.8% | +144.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling