+112.0%
AMGN vs XLB
+35.5%
+76.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | 0.0% |
| 7D | -11.6% | -2.9% | -8.7% | -10.4% |
| 30D | -5.7% | -3.4% | -2.3% | -4.2% |
| 3M | +14.2% | +1.6% | +12.6% | +13.5% |
| 6M | +5.2% | +3.6% | +1.5% | +3.5% |
| YTD | +22.0% | +14.2% | +7.7% | +15.1% |
| 1Y | +43.6% | +15.6% | +28.0% | +34.8% |
| 3Y | +65.0% | +33.1% | +31.9% | +47.2% |
| 5Y | +112.0% | +35.1% | +77.0% | +84.5% |
| All | +112.0% | +35.5% | +76.6% | +84.5% |
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