+806.7%
AMGN vs XME
+246.2%
+560.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +1.1% | -11.2% | -10.3% |
| 7D | -10.3% | +3.6% | -13.9% | -11.0% |
| 30D | -3.8% | +3.6% | -7.4% | -4.6% |
| 3M | +14.4% | +1.2% | +13.2% | +13.7% |
| 6M | +7.8% | +9.0% | -1.2% | +5.0% |
| YTD | +22.6% | +15.9% | +6.7% | +17.3% |
| 1Y | +44.2% | +43.2% | +1.0% | +31.2% |
| 3Y | +65.8% | +137.4% | -71.6% | +33.1% |
| 5Y | +108.0% | +185.0% | -77.1% | +56.0% |
| 10Y | +209.9% | +409.5% | -199.6% | +92.9% |
| All | +806.7% | +246.2% | +560.6% | +406.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling