+160.1%
AMGN vs FIX
+1,026.2%
-866.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.3% |
| 7D | +1.1% | +9.4% | -8.3% | +0.9% |
| 30D | +9.3% | -27.8% | +37.1% | +10.1% |
| 3M | +12.1% | -35.6% | +47.6% | +13.3% |
| 6M | +40.3% | -45.2% | +85.5% | +42.5% |
| YTD | +45.2% | +19.5% | +25.7% | +41.5% |
| 1Y | +42.4% | +24.2% | +18.2% | +38.4% |
| 3Y | +91.0% | +494.2% | -403.1% | +61.4% |
| All | +160.1% | +1,026.2% | -866.1% | +99.9% |
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