+1,153.3%
AMGN vs FXI
+200.0%
+953.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.1% | -4.2% | +5.3% | +2.3% |
| 30D | +9.3% | -1.1% | +10.4% | +9.6% |
| 3M | +12.1% | -4.0% | +16.1% | +13.3% |
| 6M | +40.3% | -11.8% | +52.1% | +44.8% |
| YTD | +45.2% | -11.9% | +57.1% | +49.7% |
| 1Y | +42.4% | -16.1% | +58.6% | +48.8% |
| 3Y | +91.0% | +38.8% | +52.2% | +69.8% |
| 5Y | +157.4% | -9.1% | +166.4% | +148.9% |
| 10Y | +321.0% | +18.4% | +302.6% | +267.7% |
| All | +1,153.3% | +200.0% | +953.3% | +613.6% |
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