+54,540.1%
AMGN vs XEL
+1,947.0%
+52,593.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | -11.6% | +0.9% | -12.5% | -11.9% |
| 30D | -5.7% | -0.9% | -4.8% | -5.5% |
| 3M | +14.2% | -1.4% | +15.6% | +14.6% |
| 6M | +5.2% | -5.8% | +11.0% | +6.8% |
| YTD | +22.0% | +4.7% | +17.3% | +20.1% |
| 1Y | +43.6% | +9.1% | +34.6% | +39.5% |
| 3Y | +65.0% | +47.8% | +17.2% | +46.0% |
| 5Y | +112.0% | +29.0% | +83.0% | +93.6% |
| 10Y | +216.6% | +154.0% | +62.6% | +140.3% |
| All | +54,540.1% | +1,947.0% | +52,593.2% | +19,489.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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