+113.9%
AMGN vs FTI
+1,145.2%
-1,031.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.5% |
| 7D | -11.6% | -2.3% | -9.3% | -11.5% |
| 30D | -5.7% | +5.0% | -10.7% | -5.9% |
| 3M | +14.2% | +13.8% | +0.4% | +13.3% |
| 6M | +5.2% | +22.9% | -17.7% | +3.8% |
| YTD | +22.0% | +75.0% | -53.0% | +18.0% |
| 1Y | +43.6% | +96.9% | -53.3% | +37.9% |
| 3Y | +65.0% | +276.7% | -211.7% | +52.8% |
| All | +113.9% | +1,145.2% | -1,031.3% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 5y: compounded portfolio wealth divided by compounded FTI 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…
5y analysis · Full analysis span regression · 6 months rolling