+109.1%
AMGN vs FLEX
+684.1%
-575.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | -2.0% |
| 7D | -13.9% | +0.1% | -14.0% | -13.9% |
| 30D | -7.1% | -11.8% | +4.6% | -6.6% |
| 3M | +13.9% | -22.6% | +36.5% | +15.1% |
| 6M | +3.2% | +77.3% | -74.1% | -3.4% |
| YTD | +19.2% | +78.8% | -59.5% | +11.1% |
| 1Y | +41.1% | +86.1% | -44.9% | +30.5% |
| 3Y | +61.3% | +446.2% | -384.9% | +31.2% |
| 5Y | +109.1% | +689.7% | -580.6% | +61.4% |
| All | +109.1% | +684.1% | -575.0% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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