+41.1%
AMGN vs XLB
+14.3%
+26.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.5% |
| 7D | -13.9% | -3.5% | -10.3% | -12.0% |
| 30D | -7.1% | -4.7% | -2.5% | -4.5% |
| 3M | +13.9% | +2.7% | +11.2% | +12.4% |
| 6M | +3.2% | +2.6% | +0.6% | +1.9% |
| YTD | +19.2% | +12.8% | +6.4% | +12.1% |
| 1Y | +41.1% | +14.0% | +27.2% | +30.7% |
| All | +41.1% | +14.3% | +26.9% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling