-52.0%
FIG vs AMGN
+41.6%
-93.7%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +2.8% |
| 7D | +3.4% | +1.1% | +2.3% | +3.2% |
| 30D | -9.5% | +9.3% | -18.7% | -9.7% |
| 3M | -26.2% | +12.1% | -38.3% | -26.0% |
| 6M | +2.7% | +40.3% | -37.6% | +6.8% |
| YTD | -48.0% | +45.2% | -93.1% | -47.5% |
| 1Y | -52.0% | +42.4% | -94.5% | -51.3% |
| All | -52.0% | +41.6% | -93.7% | -51.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling