+345.7%
AMGN vs FN
+753.0%
-407.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.7% | -11.6% | -0.9% |
| 7D | -1.2% | 0.0% | -1.2% | -1.4% |
| 30D | +11.5% | -34.3% | +45.8% | +15.0% |
| 3M | +14.4% | -39.9% | +54.3% | +18.3% |
| 6M | +40.9% | -51.8% | +92.8% | +47.6% |
| YTD | +43.5% | -28.1% | +71.7% | +42.6% |
| 1Y | +49.9% | -29.1% | +79.0% | +48.6% |
| 3Y | +84.6% | +102.4% | -17.8% | +55.7% |
| 5Y | +151.6% | +171.7% | -20.0% | +98.7% |
| All | +345.7% | +753.0% | -407.4% | +196.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling