+54,540.1%
AMGN vs FISV
+10,091.3%
+44,448.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.9% | +0.7% |
| 7D | -11.6% | -6.4% | -5.2% | -10.0% |
| 30D | -5.7% | -6.8% | +1.2% | -4.0% |
| 3M | +14.2% | -10.0% | +24.2% | +16.8% |
| 6M | +5.2% | -20.6% | +25.8% | +10.5% |
| YTD | +22.0% | -27.6% | +49.6% | +30.8% |
| 1Y | +43.6% | -64.3% | +108.0% | +77.9% |
| 3Y | +65.0% | -60.0% | +125.0% | +92.1% |
| 5Y | +112.0% | -57.7% | +169.7% | +137.5% |
| 10Y | +216.6% | -3.0% | +219.5% | +171.7% |
| All | +54,540.1% | +10,091.3% | +44,448.8% | +15,206.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling