+216.6%
AMGN vs FIX
+5,928.8%
-5,712.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.3% |
| 7D | -11.6% | +3.5% | -15.2% | -12.0% |
| 30D | -5.7% | -3.5% | -2.2% | -5.5% |
| 3M | +14.2% | -11.8% | +26.0% | +15.0% |
| 6M | +5.2% | +17.8% | -12.6% | +1.9% |
| YTD | +22.0% | +73.3% | -51.3% | +12.4% |
| 1Y | +43.6% | +128.1% | -84.5% | +27.2% |
| 3Y | +65.0% | +772.7% | -707.7% | +14.0% |
| 5Y | +112.0% | +2,166.4% | -2,054.4% | +19.9% |
| 10Y | +216.6% | +6,034.5% | -5,817.9% | +52.7% |
| All | +216.6% | +5,928.8% | -5,712.3% | +52.7% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling