+136.8%
XLP vs AMGN
+320.4%
-183.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.2% | +0.3% |
| 7D | -0.5% | -2.2% | +1.6% | +0.1% |
| 30D | +8.3% | +12.1% | -3.8% | +4.7% |
| 3M | +8.7% | +13.6% | -5.0% | +4.3% |
| 6M | +11.2% | +43.9% | -32.8% | -0.8% |
| YTD | +20.0% | +45.9% | -25.9% | +6.1% |
| 1Y | +21.3% | +42.1% | -20.8% | +8.1% |
| 3Y | +43.8% | +91.6% | -47.7% | +13.7% |
| 5Y | +43.3% | +158.5% | -115.2% | +0.4% |
| 10Y | +136.8% | +323.2% | -186.5% | +45.5% |
| All | +136.8% | +320.4% | -183.6% | +45.5% |
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