+2,609.6%
AMGN vs XLB
+823.1%
+1,786.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +1.1% | +0.5% | +0.6% | +0.9% |
| 30D | +9.3% | +5.2% | +4.1% | +6.9% |
| 3M | +12.1% | +0.3% | +11.8% | +12.0% |
| 6M | +40.3% | +1.2% | +39.1% | +39.5% |
| YTD | +45.2% | +16.6% | +28.5% | +35.2% |
| 1Y | +42.4% | +21.4% | +21.0% | +30.2% |
| 3Y | +91.0% | +43.2% | +47.8% | +61.9% |
| 5Y | +157.4% | +28.0% | +129.3% | +125.4% |
| 10Y | +321.0% | +164.8% | +156.3% | +160.2% |
| All | +2,609.6% | +823.1% | +1,786.4% | +871.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling