-79.1%
FIG vs AMGN
+51.8%
-130.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -4.5% |
| 7D | -16.3% | +1.1% | -17.4% | -16.2% |
| 30D | -14.3% | +7.8% | -22.2% | -13.8% |
| 3M | +7.2% | +27.3% | -20.1% | +11.1% |
| 6M | -18.6% | +16.8% | -35.5% | -15.1% |
| YTD | -35.5% | +36.3% | -71.8% | -32.3% |
| 1Y | -55.8% | +60.4% | -116.2% | -51.1% |
| All | -79.1% | +51.8% | -130.9% | -78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling