+4,542.5%
AMGN vs FIX
+7,843.3%
-3,300.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.4% | -5.4% | -0.6% |
| 7D | -1.2% | -17.5% | +16.3% | +0.7% |
| 30D | +11.5% | -41.6% | +53.0% | +18.0% |
| 3M | +14.4% | -40.6% | +55.0% | +20.5% |
| 6M | +40.9% | -49.4% | +90.3% | +50.3% |
| YTD | +43.5% | +9.2% | +34.4% | +38.2% |
| 1Y | +49.9% | +6.5% | +43.5% | +44.5% |
| 3Y | +84.6% | +448.7% | -364.1% | +38.1% |
| 5Y | +151.6% | +948.7% | -797.1% | +69.5% |
| 10Y | +358.2% | +3,659.7% | -3,301.5% | +150.2% |
| All | +4,542.5% | +7,843.3% | -3,300.8% | +1,853.8% |
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