+908.3%
AMGN vs XRT
+514.3%
+394.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.5% | -1.9% |
| 7D | +1.1% | +0.8% | +0.3% | +0.8% |
| 30D | +7.8% | -4.2% | +12.0% | +9.4% |
| 3M | +27.3% | +5.1% | +22.2% | +25.0% |
| 6M | +16.8% | +2.4% | +14.4% | +15.7% |
| YTD | +36.3% | +3.2% | +33.1% | +34.6% |
| 1Y | +60.4% | +1.5% | +58.9% | +59.0% |
| 3Y | +86.3% | +40.6% | +45.8% | +62.9% |
| 5Y | +125.7% | -1.0% | +126.6% | +116.2% |
| 10Y | +247.0% | +128.4% | +118.6% | +120.7% |
| All | +908.3% | +514.3% | +394.0% | +321.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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