+42.1%
AMGN vs FIX
+21.5%
+20.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.0% | -4.4% | +0.7% |
| 7D | -2.2% | +6.4% | -8.6% | -2.1% |
| 30D | +12.1% | -29.1% | +41.2% | +11.2% |
| 3M | +13.6% | -31.1% | +44.8% | +12.6% |
| 6M | +43.9% | -42.8% | +86.7% | +43.3% |
| YTD | +45.9% | +24.6% | +21.3% | +39.4% |
| 1Y | +42.1% | +21.9% | +20.2% | +35.6% |
| All | +42.1% | +21.5% | +20.6% | +35.6% |
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