+41.9%
XLP vs AMGN
+86.0%
-44.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +0.7% | -1.2% | +1.9% | +1.0% |
| 30D | +10.3% | +11.5% | -1.2% | +8.0% |
| 3M | +6.5% | +14.4% | -7.9% | +3.7% |
| 6M | +8.4% | +40.9% | -32.5% | +1.4% |
| YTD | +18.2% | +43.5% | -25.3% | +10.1% |
| 1Y | +22.4% | +49.9% | -27.5% | +13.1% |
| 3Y | +41.9% | +84.6% | -42.7% | +21.8% |
| All | +41.9% | +86.0% | -44.1% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling