+876.9%
AMGN vs FTI
+2,165.1%
-1,288.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +1.1% | +5.3% | -4.2% | +0.4% |
| 30D | +7.8% | +15.3% | -7.5% | +5.5% |
| 3M | +27.3% | +15.8% | +11.5% | +24.2% |
| 6M | +16.8% | +22.6% | -5.7% | +12.8% |
| YTD | +36.3% | +79.5% | -43.2% | +24.3% |
| 1Y | +60.4% | +102.0% | -41.6% | +43.5% |
| 3Y | +86.3% | +315.8% | -229.5% | +46.6% |
| 5Y | +125.7% | +1,129.5% | -1,003.8% | +43.7% |
| 10Y | +247.0% | +320.9% | -73.9% | +139.4% |
| All | +876.9% | +2,165.1% | -1,288.2% | +274.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling