+80.4%
XLI vs AMGN
+106.4%
-26.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.2% |
| 7D | -2.3% | -13.9% | +11.6% | +0.9% |
| 30D | -8.2% | -7.1% | -1.0% | -6.8% |
| 3M | +0.8% | +13.9% | -13.1% | -2.9% |
| 6M | +0.8% | +3.2% | -2.4% | -0.6% |
| YTD | +10.5% | +19.2% | -8.7% | +5.2% |
| 1Y | +14.1% | +41.1% | -27.0% | +3.9% |
| 3Y | +68.6% | +61.3% | +7.3% | +45.1% |
| 5Y | +80.4% | +109.1% | -28.7% | +40.9% |
| All | +80.4% | +106.4% | -26.0% | +40.9% |
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