+22.4%
XLP vs AMGN
+49.1%
-26.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.3% | +0.9% | +1.5% | +2.1% |
| 30D | +9.1% | +12.1% | -3.0% | +6.8% |
| 3M | +7.9% | +12.2% | -4.3% | +5.3% |
| 6M | +9.6% | +42.1% | -32.5% | +2.3% |
| YTD | +19.4% | +45.0% | -25.6% | +12.2% |
| 1Y | +22.4% | +47.7% | -25.4% | +14.5% |
| All | +22.4% | +49.1% | -26.8% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling