+160.1%
AMGN vs XOP
+94.3%
+65.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | +1.1% | +6.3% | -5.2% | +0.7% |
| 30D | +9.3% | -6.6% | +15.9% | +9.7% |
| 3M | +12.1% | +3.6% | +8.5% | +11.6% |
| 6M | +40.3% | +10.8% | +29.5% | +38.6% |
| YTD | +45.2% | +48.3% | -3.1% | +38.6% |
| 1Y | +42.4% | +42.9% | -0.5% | +36.5% |
| 3Y | +91.0% | +43.3% | +47.7% | +81.6% |
| All | +160.1% | +94.3% | +65.8% | +141.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling