+508.9%
XLP vs AMGN
+2,507.4%
-1,998.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.5% |
| 7D | -1.0% | +1.1% | -2.1% | -1.2% |
| 30D | -0.9% | +7.8% | -8.7% | -2.4% |
| 3M | +3.8% | +27.3% | -23.4% | -1.3% |
| 6M | -1.7% | +16.8% | -18.6% | -5.0% |
| YTD | +10.3% | +36.3% | -26.1% | +3.1% |
| 1Y | +7.8% | +60.4% | -52.6% | -2.8% |
| 3Y | +27.2% | +86.3% | -59.1% | +10.0% |
| 5Y | +32.5% | +125.7% | -93.1% | +9.7% |
| 10Y | +101.8% | +247.0% | -145.2% | +51.7% |
| All | +508.9% | +2,507.4% | -1,998.4% | +196.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling