+65.7%
AMGN vs FN
-25.7%
+91.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -6.0% | +9.7% | +3.8% |
| 7D | +5.9% | -7.0% | +12.9% | +6.0% |
| 30D | +18.7% | -24.7% | +43.5% | +19.2% |
| 3M | +23.4% | -35.7% | +59.1% | +24.2% |
| 6M | +49.7% | -52.4% | +102.1% | +52.9% |
| YTD | +49.2% | -25.0% | +74.1% | +45.0% |
| 1Y | +65.7% | -25.7% | +91.4% | +60.2% |
| All | +65.7% | -25.7% | +91.5% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling