+65.7%
AMGN vs FISV
-4.0%
+69.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.2% | -2.5% | +3.1% |
| 7D | +5.9% | +29.6% | -23.8% | +3.2% |
| 30D | +18.7% | +34.5% | -15.7% | +15.2% |
| 3M | +23.4% | +11.2% | +12.2% | +22.3% |
| 6M | +49.7% | -1.2% | +50.9% | +49.8% |
| YTD | +49.2% | -7.6% | +56.8% | +50.1% |
| 1Y | +65.7% | -3.7% | +69.5% | +65.4% |
| All | +65.7% | -4.0% | +69.7% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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