+64.3%
XLF vs AMGN
+103.1%
-38.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.0% |
| 7D | -1.5% | -13.7% | +12.2% | +1.7% |
| 30D | -1.2% | -8.8% | +7.6% | +0.7% |
| 3M | +9.2% | +7.2% | +2.0% | +7.0% |
| 6M | +16.3% | +1.3% | +15.1% | +15.5% |
| YTD | +5.4% | +17.6% | -12.2% | +0.6% |
| 1Y | +7.6% | +37.2% | -29.6% | -1.5% |
| 3Y | +74.2% | +57.7% | +16.5% | +49.4% |
| All | +64.3% | +103.1% | -38.9% | +28.2% |
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 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