+44.0%
XLP vs AMGN
+156.1%
-112.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +2.5% | +1.1% | +1.4% | +2.3% |
| 30D | +7.3% | +9.3% | -2.0% | +5.2% |
| 3M | +8.1% | +12.1% | -4.0% | +5.2% |
| 6M | +10.5% | +40.3% | -29.8% | +2.1% |
| YTD | +21.2% | +45.2% | -24.0% | +10.8% |
| 1Y | +22.7% | +42.4% | -19.7% | +12.7% |
| 3Y | +44.8% | +91.0% | -46.2% | +21.2% |
| All | +44.0% | +156.1% | -112.0% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling