+40.8%
AMGN vs XLB
+1.5%
+39.3%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.6% |
| 7D | +1.5% | 0.0% | +1.5% | +1.4% |
| 30D | +13.1% | +5.3% | +7.9% | +9.9% |
| 3M | +12.9% | 0.0% | +12.9% | +13.3% |
| 6M | +40.8% | +1.2% | +39.5% | +38.2% |
| All | +40.8% | +1.5% | +39.3% | +38.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling