+225.7%
XLE vs AMGN
+107.5%
+118.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -10.1% | +11.2% | +2.4% |
| 7D | 0.0% | -10.3% | +10.3% | +1.3% |
| 30D | +12.6% | -3.8% | +16.4% | +13.0% |
| 3M | +11.8% | +14.4% | -2.5% | +9.3% |
| 6M | +16.1% | +7.8% | +8.2% | +14.4% |
| YTD | +46.9% | +22.6% | +24.3% | +41.3% |
| 1Y | +53.3% | +44.2% | +9.0% | +42.6% |
| 3Y | +54.9% | +65.8% | -10.9% | +39.6% |
| 5Y | +225.7% | +108.0% | +117.7% | +189.1% |
| All | +225.7% | +107.5% | +118.2% | +189.1% |
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