+257.2%
AMGN vs FND
+66.0%
+191.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.8% |
| 7D | +1.1% | -5.2% | +6.3% | +1.8% |
| 30D | +7.8% | -19.9% | +27.7% | +10.8% |
| 3M | +27.3% | +2.7% | +24.5% | +26.3% |
| 6M | +16.8% | -21.7% | +38.5% | +19.7% |
| YTD | +36.3% | -17.5% | +53.8% | +38.4% |
| 1Y | +60.4% | -39.3% | +99.7% | +68.9% |
| 3Y | +86.3% | -49.8% | +136.1% | +97.2% |
| 5Y | +125.7% | -60.1% | +185.7% | +139.2% |
| All | +257.2% | +66.0% | +191.1% | +192.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling