+245.3%
AMGN vs FN
+899.8%
-654.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.1% | -4.7% | -1.8% |
| 7D | +1.1% | -1.7% | +2.8% | +1.3% |
| 30D | +7.8% | -22.0% | +29.8% | +9.9% |
| 3M | +27.3% | -43.0% | +70.3% | +33.0% |
| 6M | +16.8% | -27.7% | +44.6% | +17.9% |
| YTD | +36.3% | -10.5% | +46.8% | +33.8% |
| 1Y | +60.4% | +12.5% | +47.9% | +52.8% |
| 3Y | +86.3% | +153.8% | -67.5% | +53.9% |
| 5Y | +125.7% | +288.0% | -162.3% | +69.9% |
| All | +245.3% | +899.8% | -654.5% | +118.3% |
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