+158.1%
AMGN vs XLB
+28.9%
+129.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.4% |
| 7D | +1.5% | 0.0% | +1.5% | +1.5% |
| 30D | +13.1% | +5.3% | +7.9% | +10.6% |
| 3M | +12.9% | 0.0% | +12.9% | +12.9% |
| 6M | +40.8% | +1.2% | +39.5% | +39.9% |
| YTD | +45.6% | +16.9% | +28.7% | +36.0% |
| 1Y | +42.7% | +20.9% | +21.8% | +31.4% |
| 3Y | +91.2% | +43.3% | +47.8% | +66.4% |
| 5Y | +158.1% | +28.3% | +129.8% | +131.7% |
| All | +158.1% | +28.9% | +129.2% | +131.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling