+43.6%
AMGN vs FIX
+125.7%
-82.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.5% |
| 7D | -11.6% | +3.5% | -15.2% | -11.7% |
| 30D | -5.7% | -3.5% | -2.2% | -5.7% |
| 3M | +14.2% | -11.8% | +26.0% | +14.2% |
| 6M | +5.2% | +17.8% | -12.6% | +3.2% |
| YTD | +22.0% | +73.3% | -51.3% | +17.4% |
| 1Y | +43.6% | +128.1% | -84.5% | +34.1% |
| All | +43.6% | +125.7% | -82.0% | +34.1% |
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