+1,117.4%
XLI vs AMGN
+2,507.4%
-1,390.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.8% |
| 7D | -1.1% | +1.1% | -2.2% | -1.4% |
| 30D | -5.9% | +7.8% | -13.8% | -8.0% |
| 3M | -0.3% | +27.3% | -27.5% | -6.9% |
| 6M | +0.1% | +16.8% | -16.7% | -4.4% |
| YTD | +13.6% | +36.3% | -22.7% | +3.6% |
| 1Y | +17.2% | +60.4% | -43.2% | +1.8% |
| 3Y | +68.2% | +86.3% | -18.1% | +38.0% |
| 5Y | +80.7% | +125.7% | -44.9% | +39.4% |
| 10Y | +253.3% | +247.0% | +6.2% | +138.3% |
| All | +1,117.4% | +2,507.4% | -1,390.0% | +439.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling