+88.3%
AMGN vs FN
+158.4%
-70.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.1% | -4.7% | -1.7% |
| 7D | +1.1% | -1.7% | +2.8% | +1.2% |
| 30D | +7.8% | -22.0% | +29.8% | +8.8% |
| 3M | +27.3% | -43.0% | +70.3% | +30.3% |
| 6M | +16.8% | -27.7% | +44.6% | +17.1% |
| YTD | +36.3% | -10.5% | +46.8% | +34.5% |
| 1Y | +60.4% | +12.5% | +47.9% | +55.8% |
| All | +88.3% | +158.4% | -70.1% | +64.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling