+958.2%
AMGN vs FXI
+213.7%
+744.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.5% | -7.6% | -9.4% |
| 7D | -10.3% | -1.0% | -9.3% | -10.0% |
| 30D | -3.8% | -3.2% | -0.5% | -2.9% |
| 3M | +14.4% | +1.7% | +12.7% | +13.8% |
| 6M | +7.8% | -1.6% | +9.4% | +8.1% |
| YTD | +22.6% | -7.9% | +30.5% | +25.0% |
| 1Y | +44.2% | -9.6% | +53.8% | +47.6% |
| 3Y | +65.8% | +40.5% | +25.4% | +46.9% |
| 5Y | +108.0% | -6.2% | +114.2% | +99.3% |
| 10Y | +209.9% | +14.2% | +195.7% | +173.9% |
| All | +958.2% | +213.7% | +744.5% | +495.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 FXI 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