+13.6%
AMGN vs FN
-30.8%
+44.5%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.9% | -5.3% | +0.9% |
| 7D | -2.2% | +8.0% | -10.2% | -1.9% |
| 30D | +12.1% | -19.1% | +31.3% | +9.8% |
| 3M | +13.6% | -29.8% | +43.5% | +8.9% |
| All | +13.6% | -30.8% | +44.5% | +8.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling