+109.1%
AMGN vs XPO
+257.8%
-148.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.2% |
| 7D | -13.9% | -1.3% | -12.6% | -13.8% |
| 30D | -7.1% | -10.4% | +3.2% | -6.4% |
| 3M | +13.9% | -15.7% | +29.6% | +15.4% |
| 6M | +3.2% | -6.3% | +9.6% | +3.6% |
| YTD | +19.2% | +34.2% | -14.9% | +16.7% |
| 1Y | +41.1% | +39.9% | +1.2% | +37.5% |
| 3Y | +61.3% | +155.2% | -93.9% | +50.3% |
| 5Y | +109.1% | +264.7% | -155.6% | +88.3% |
| All | +109.1% | +257.8% | -148.7% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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