+248.8%
XLF vs AMGN
+206.2%
+42.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.1% |
| 7D | -1.5% | -13.7% | +12.2% | +3.6% |
| 30D | -1.2% | -8.8% | +7.6% | +1.8% |
| 3M | +9.2% | +7.2% | +2.0% | +5.8% |
| 6M | +16.3% | +1.3% | +15.1% | +14.9% |
| YTD | +5.4% | +17.6% | -12.2% | -2.0% |
| 1Y | +7.6% | +37.2% | -29.6% | -6.2% |
| 3Y | +74.2% | +57.7% | +16.5% | +39.0% |
| 5Y | +66.1% | +106.3% | -40.1% | +15.5% |
| All | +248.8% | +206.2% | +42.7% | +100.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling