+65.7%
AMGN vs XYZ
+19.9%
+45.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +15.3% | -11.6% | +1.9% |
| 7D | +5.9% | +16.5% | -10.6% | +3.9% |
| 30D | +18.7% | +15.0% | +3.8% | +16.6% |
| 3M | +23.4% | +3.5% | +19.9% | +22.4% |
| 6M | +49.7% | +21.9% | +27.9% | +46.1% |
| YTD | +49.2% | +34.6% | +14.5% | +43.1% |
| 1Y | +65.7% | +20.7% | +45.0% | +60.9% |
| All | +65.7% | +19.9% | +45.9% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 1y: compounded portfolio wealth divided by compounded XYZ 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…
1y analysis · Full analysis span regression · 6 months rolling