+41.1%
AMGN vs XLC
-2.1%
+43.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.9% | -2.4% |
| 7D | -13.9% | -1.7% | -12.2% | -13.6% |
| 30D | -7.1% | +0.2% | -7.4% | -7.2% |
| 3M | +13.9% | +0.7% | +13.2% | +13.8% |
| 6M | +3.2% | -4.5% | +7.7% | +4.7% |
| YTD | +19.2% | -4.7% | +24.0% | +21.0% |
| 1Y | +41.1% | -1.5% | +42.6% | +40.9% |
| All | +41.1% | -2.1% | +43.2% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 1y: compounded portfolio wealth divided by compounded XLC 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…
1y analysis · Full analysis span regression · 6 months rolling