+13,556.9%
AMGN vs FLEX
+7,523.3%
+6,033.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.8% |
| 7D | +1.1% | -0.9% | +2.0% | +1.2% |
| 30D | +7.8% | -10.1% | +18.0% | +9.2% |
| 3M | +27.3% | -31.3% | +58.6% | +32.8% |
| 6M | +16.8% | +71.3% | -54.4% | +5.1% |
| YTD | +36.3% | +81.2% | -44.9% | +21.1% |
| 1Y | +60.4% | +98.5% | -38.1% | +40.0% |
| 3Y | +86.3% | +428.2% | -341.9% | +37.5% |
| 5Y | +125.7% | +657.3% | -531.6% | +55.1% |
| 10Y | +247.0% | +995.9% | -748.9% | +111.1% |
| All | +13,556.9% | +7,523.3% | +6,033.6% | +5,838.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling