+154.5%
AMGN vs FIX
+933.9%
-779.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.4% | -5.4% | -0.1% |
| 7D | -1.2% | -17.5% | +16.3% | -0.8% |
| 30D | +11.5% | -41.6% | +53.0% | +13.0% |
| 3M | +14.4% | -40.6% | +55.0% | +15.8% |
| 6M | +40.9% | -49.4% | +90.3% | +43.4% |
| YTD | +43.5% | +9.2% | +34.4% | +40.3% |
| 1Y | +49.9% | +6.5% | +43.5% | +46.6% |
| 3Y | +84.6% | +448.7% | -364.1% | +56.5% |
| All | +154.5% | +933.9% | -779.4% | +94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling