-80.3%
FIG vs AMGN
+36.5%
-116.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -10.1% | +4.4% | -5.7% |
| 7D | -16.4% | -10.3% | -6.1% | -16.4% |
| 30D | -2.3% | -3.8% | +1.4% | -1.8% |
| 3M | +7.8% | +14.4% | -6.6% | +11.8% |
| 6M | -21.8% | +7.8% | -29.7% | -18.2% |
| YTD | -39.1% | +22.6% | -61.7% | -36.2% |
| 1Y | -56.6% | +44.2% | -100.9% | -52.0% |
| All | -80.3% | +36.5% | -116.8% | -80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AMGN 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling