+65.7%
AMGN vs XME
+5.2%
+60.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +3.8% |
| 7D | +5.9% | -5.5% | +11.4% | +6.4% |
| 30D | +18.7% | -11.1% | +29.9% | +20.0% |
| 3M | +23.4% | -11.1% | +34.5% | +24.6% |
| 6M | +49.7% | -18.0% | +67.7% | +51.7% |
| YTD | +49.2% | -7.4% | +56.6% | +46.5% |
| 1Y | +65.7% | +6.7% | +59.1% | +58.6% |
| All | +65.7% | +5.2% | +60.5% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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