+65.7%
AMGN vs FIX
+14.3%
+51.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -15.1% | +18.8% | +3.3% |
| 7D | +5.9% | -18.9% | +24.8% | +5.4% |
| 30D | +18.7% | -36.3% | +55.0% | +17.9% |
| 3M | +23.4% | -38.5% | +61.9% | +22.6% |
| 6M | +49.7% | -42.3% | +92.0% | +48.7% |
| YTD | +49.2% | +17.1% | +32.1% | +40.7% |
| 1Y | +65.7% | +14.4% | +51.3% | +56.6% |
| All | +65.7% | +14.3% | +51.5% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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