+195.5%
AMGN vs XOP
+58.6%
+136.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.5% | -1.4% |
| 7D | -13.7% | +2.6% | -16.3% | -14.0% |
| 30D | -8.8% | +9.6% | -18.4% | -10.0% |
| 3M | +7.2% | +20.4% | -13.2% | +4.3% |
| 6M | +1.3% | +19.9% | -18.6% | -1.8% |
| YTD | +17.6% | +56.4% | -38.8% | +9.6% |
| 1Y | +37.2% | +52.4% | -15.3% | +28.1% |
| 3Y | +57.7% | +39.9% | +17.9% | +47.8% |
| 5Y | +106.3% | +163.7% | -57.5% | +70.6% |
| All | +195.5% | +58.6% | +136.9% | +140.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 10y: compounded portfolio wealth divided by compounded XOP 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…
10y analysis · Full analysis span regression · 6 months rolling