+253.9%
XLI vs AMGN
+206.2%
+47.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.5% |
| 7D | -1.7% | -13.7% | +12.0% | +3.0% |
| 30D | -7.3% | -8.8% | +1.5% | -4.8% |
| 3M | -1.3% | +7.2% | -8.5% | -4.3% |
| 6M | +2.2% | +1.3% | +1.0% | +1.0% |
| YTD | +11.7% | +17.6% | -5.9% | +4.5% |
| 1Y | +14.3% | +37.2% | -22.9% | +0.9% |
| 3Y | +70.3% | +57.7% | +12.6% | +39.0% |
| 5Y | +82.3% | +106.3% | -23.9% | +31.4% |
| All | +253.9% | +206.2% | +47.7% | +119.3% |
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