+65.7%
AMGN vs FND
-10.3%
+76.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +10.9% | -7.2% | +1.7% |
| 7D | +5.9% | +12.3% | -6.4% | +3.5% |
| 30D | +18.7% | +14.7% | +4.0% | +15.5% |
| 3M | +23.4% | -12.0% | +35.4% | +25.1% |
| 6M | +49.7% | +10.8% | +39.0% | +46.3% |
| YTD | +49.2% | -12.3% | +61.5% | +49.5% |
| 1Y | +65.7% | -13.4% | +79.1% | +67.5% |
| All | +65.7% | -10.3% | +76.0% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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