+109.1%
AMGN vs XHB
+30.4%
+78.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.6% |
| 7D | -13.9% | -5.2% | -8.6% | -12.6% |
| 30D | -7.1% | -12.1% | +5.0% | -4.0% |
| 3M | +13.9% | -6.2% | +20.1% | +15.7% |
| 6M | +3.2% | -6.7% | +9.9% | +4.8% |
| YTD | +19.2% | -5.5% | +24.7% | +20.4% |
| 1Y | +41.1% | -15.6% | +56.8% | +46.5% |
| 3Y | +61.3% | +22.0% | +39.3% | +53.6% |
| 5Y | +109.1% | +31.8% | +77.2% | +92.9% |
| All | +109.1% | +30.4% | +78.7% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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