+63.6%
AMGN vs XLB
+32.2%
+31.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.2% |
| 7D | -11.6% | -2.9% | -8.7% | -10.0% |
| 30D | -5.7% | -3.4% | -2.3% | -3.7% |
| 3M | +14.2% | +1.6% | +12.6% | +13.2% |
| 6M | +5.2% | +3.6% | +1.5% | +2.9% |
| YTD | +22.0% | +14.2% | +7.7% | +12.4% |
| 1Y | +43.6% | +15.6% | +28.0% | +31.2% |
| All | +63.6% | +32.2% | +31.3% | +38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling