+103.4%
AMGN vs FISV
-53.5%
+156.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.4% | -6.8% | -1.9% |
| 7D | -13.7% | -2.7% | -11.0% | -13.4% |
| 30D | -8.8% | 0.0% | -8.8% | -8.8% |
| 3M | +7.2% | -2.8% | +10.0% | +7.3% |
| 6M | +1.3% | -11.8% | +13.1% | +2.1% |
| YTD | +17.6% | -23.2% | +40.9% | +20.0% |
| 1Y | +37.2% | -62.0% | +99.2% | +47.8% |
| 3Y | +57.7% | -57.6% | +115.4% | +62.5% |
| All | +103.4% | -53.5% | +156.9% | +102.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling