+47.9%
XBI vs AMGN
+64.6%
-16.7%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.7% | -1.1% | +1.2% |
| 7D | +1.0% | +5.9% | -4.9% | -1.3% |
| 30D | +1.9% | +18.7% | -16.9% | -5.0% |
| 3M | +4.8% | +23.4% | -18.6% | -4.1% |
| 6M | +19.3% | +49.7% | -30.4% | +0.5% |
| YTD | +30.6% | +49.2% | -18.6% | +11.0% |
| 1Y | +47.9% | +65.7% | -17.8% | +20.6% |
| All | +47.9% | +64.6% | -16.7% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 AMGN 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