+112.0%
AMGN vs XLC
+37.1%
+74.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -11.6% | -1.4% | -10.2% | -11.3% |
| 30D | -5.7% | -0.9% | -4.8% | -5.5% |
| 3M | +14.2% | -0.3% | +14.5% | +14.2% |
| 6M | +5.2% | -5.2% | +10.4% | +6.5% |
| YTD | +22.0% | -5.3% | +27.3% | +23.5% |
| 1Y | +43.6% | -2.8% | +46.4% | +44.3% |
| 3Y | +65.0% | +71.2% | -6.2% | +43.2% |
| 5Y | +112.0% | +37.6% | +74.5% | +98.8% |
| All | +112.0% | +37.1% | +74.9% | +98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling