+4,308.7%
AMGN vs FIX
+12,471.5%
-8,162.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.8% |
| 7D | +1.1% | +6.0% | -4.9% | +0.4% |
| 30D | +7.8% | -7.2% | +15.1% | +8.7% |
| 3M | +27.3% | -15.9% | +43.1% | +29.0% |
| 6M | +16.8% | +12.7% | +4.1% | +13.7% |
| YTD | +36.3% | +72.8% | -36.5% | +25.3% |
| 1Y | +60.4% | +122.9% | -62.5% | +42.0% |
| 3Y | +86.3% | +774.3% | -688.0% | +32.6% |
| 5Y | +125.7% | +2,049.5% | -1,923.8% | +39.9% |
| 10Y | +247.0% | +5,821.5% | -5,574.4% | +80.6% |
| All | +4,308.7% | +12,471.5% | -8,162.8% | +1,671.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling