+103.4%
AMGN vs XME
+162.6%
-59.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | -13.7% | -4.2% | -9.5% | -13.1% |
| 30D | -8.8% | -2.7% | -6.1% | -8.5% |
| 3M | +7.2% | -3.9% | +11.1% | +7.7% |
| 6M | +1.3% | -1.0% | +2.2% | +0.8% |
| YTD | +17.6% | +9.8% | +7.8% | +14.7% |
| 1Y | +37.2% | +32.5% | +4.6% | +29.2% |
| 3Y | +57.7% | +124.3% | -66.6% | +35.3% |
| All | +103.4% | +162.6% | -59.1% | +64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling