+789.7%
AMGN vs XPO
+10,152.6%
-9,362.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.6% | -8.5% | -10.0% |
| 7D | -10.3% | +2.7% | -12.9% | -10.4% |
| 30D | -3.8% | -6.2% | +2.4% | -3.4% |
| 3M | +14.4% | -15.4% | +29.8% | +15.7% |
| 6M | +7.8% | +0.7% | +7.1% | +7.6% |
| YTD | +22.6% | +39.8% | -17.3% | +19.4% |
| 1Y | +44.2% | +43.3% | +0.9% | +40.0% |
| 3Y | +65.8% | +166.0% | -100.2% | +52.3% |
| 5Y | +108.0% | +274.2% | -166.2% | +83.8% |
| 10Y | +209.9% | +1,429.0% | -1,219.2% | +145.9% |
| All | +789.7% | +10,152.6% | -9,362.9% | +555.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling