+84.6%
AMGN vs FIX
+448.6%
-364.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.4% | -5.4% | 0.0% |
| 7D | -1.2% | -17.5% | +16.3% | -1.1% |
| 30D | +11.5% | -41.6% | +53.0% | +12.1% |
| 3M | +14.4% | -40.6% | +55.0% | +14.9% |
| 6M | +40.9% | -49.4% | +90.3% | +42.1% |
| YTD | +43.5% | +9.2% | +34.4% | +40.7% |
| 1Y | +49.9% | +6.5% | +43.5% | +47.0% |
| 3Y | +84.6% | +448.7% | -364.1% | +58.7% |
| All | +84.6% | +448.6% | -364.0% | +58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling