+229.4%
AMGN vs XYZ
+606.0%
-376.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | -13.9% | -5.2% | -8.7% | -13.5% |
| 30D | -7.1% | 0.0% | -7.1% | -7.2% |
| 3M | +13.9% | +18.7% | -4.8% | +12.1% |
| 6M | +3.2% | +20.5% | -17.3% | +1.3% |
| YTD | +19.2% | +21.5% | -2.2% | +16.5% |
| 1Y | +41.1% | +7.2% | +33.9% | +39.1% |
| 3Y | +61.3% | +49.0% | +12.3% | +50.7% |
| 5Y | +109.1% | -68.1% | +177.2% | +118.6% |
| 10Y | +209.4% | +601.6% | -392.2% | +127.3% |
| All | +229.4% | +606.0% | -376.6% | +135.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling