-80.9%
FIG vs AMGN
+35.8%
-116.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.3% |
| 7D | -14.5% | -11.6% | -2.8% | -14.5% |
| 30D | -13.3% | -5.7% | -7.6% | -13.0% |
| 3M | +7.4% | +14.2% | -6.8% | +11.5% |
| 6M | -27.8% | +5.2% | -33.0% | -24.6% |
| YTD | -41.1% | +22.0% | -63.1% | -38.2% |
| 1Y | -58.7% | +43.6% | -102.4% | -54.3% |
| All | -80.9% | +35.8% | -116.8% | -80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling