+37.2%
AMGN vs FISV
-61.2%
+98.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.4% | -6.8% | -1.6% |
| 7D | -13.7% | -2.7% | -11.0% | -13.5% |
| 30D | -8.8% | 0.0% | -8.8% | -8.8% |
| 3M | +7.2% | -2.8% | +10.0% | +7.2% |
| 6M | +1.3% | -11.8% | +13.1% | +1.5% |
| YTD | +17.6% | -23.2% | +40.9% | +18.3% |
| 1Y | +37.2% | -62.0% | +99.2% | +33.6% |
| All | +37.2% | -61.2% | +98.4% | +33.6% |
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