+928.2%
AMGN vs XYL
+466.0%
+462.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +3.0% | -13.0% | -11.0% |
| 7D | -10.3% | +1.8% | -12.1% | -10.9% |
| 30D | -3.8% | -9.2% | +5.5% | -0.9% |
| 3M | +14.4% | -0.3% | +14.7% | +14.1% |
| 6M | +7.8% | -11.0% | +18.8% | +11.4% |
| YTD | +22.6% | -19.2% | +41.8% | +30.4% |
| 1Y | +44.2% | -21.2% | +65.4% | +54.6% |
| 3Y | +65.8% | +18.6% | +47.2% | +53.4% |
| 5Y | +108.0% | -14.3% | +122.3% | +109.8% |
| 10Y | +209.9% | +141.0% | +68.8% | +108.4% |
| All | +928.2% | +466.0% | +462.3% | +447.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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