+128.8%
XLP vs AMGN
+327.2%
-198.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.6% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +8.9% | +12.1% | -3.2% | +5.3% |
| 3M | +7.5% | +13.9% | -6.4% | +3.1% |
| 6M | +9.4% | +42.1% | -32.7% | -1.9% |
| YTD | +19.3% | +45.0% | -25.8% | +5.8% |
| 1Y | +21.7% | +49.3% | -27.6% | +6.9% |
| 3Y | +44.0% | +92.8% | -48.8% | +13.8% |
| 5Y | +42.8% | +156.7% | -114.0% | +0.6% |
| 10Y | +128.8% | +328.1% | -199.4% | +44.8% |
| All | +128.8% | +327.2% | -198.4% | +44.8% |
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