+195.5%
AMGN vs XYZ
+610.4%
-414.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -13.7% | -4.3% | -9.4% | -13.3% |
| 30D | -8.8% | +1.2% | -10.0% | -8.9% |
| 3M | +7.2% | +14.6% | -7.4% | +5.8% |
| 6M | +1.3% | +22.6% | -21.3% | -0.9% |
| YTD | +17.6% | +21.7% | -4.0% | +14.9% |
| 1Y | +37.2% | +6.7% | +30.5% | +35.2% |
| 3Y | +57.7% | +46.8% | +10.9% | +47.2% |
| 5Y | +106.3% | -68.0% | +174.3% | +117.0% |
| All | +195.5% | +610.4% | -414.9% | +130.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling