+701.5%
AMGN vs XHB
+167.3%
+534.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.4% | -7.7% | -9.4% |
| 7D | -10.3% | +0.2% | -10.4% | -10.3% |
| 30D | -3.8% | -9.1% | +5.3% | -1.1% |
| 3M | +14.4% | -2.3% | +16.7% | +15.0% |
| 6M | +7.8% | -4.1% | +11.9% | +8.7% |
| YTD | +22.6% | -1.7% | +24.3% | +22.4% |
| 1Y | +44.2% | -15.1% | +59.3% | +50.1% |
| 3Y | +65.8% | +26.8% | +39.0% | +51.9% |
| 5Y | +108.0% | +37.3% | +70.6% | +82.3% |
| 10Y | +209.9% | +205.7% | +4.2% | +108.3% |
| All | +701.5% | +167.3% | +534.2% | +398.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling