+149.9%
XLE vs AMGN
+151.3%
-1.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -12.0% | -1.2% | -10.8% | -11.9% |
| 30D | -2.7% | +11.5% | -14.2% | -4.0% |
| 3M | +6.6% | +14.4% | -7.8% | +4.7% |
| 6M | +9.5% | +40.9% | -31.4% | +4.2% |
| YTD | +40.6% | +43.5% | -3.0% | +32.7% |
| 1Y | +43.6% | +49.9% | -6.3% | +34.4% |
| 3Y | +58.1% | +84.6% | -26.5% | +41.5% |
| All | +149.9% | +151.3% | -1.4% | +110.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling