+552.8%
XLP vs AMGN
+2,645.7%
-2,092.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.8% |
| 3M | +6.5% | +14.4% | -7.9% | +3.4% |
| 6M | +8.4% | +40.9% | -32.5% | +0.7% |
| YTD | +18.2% | +43.5% | -25.3% | +9.1% |
| 1Y | +22.4% | +49.9% | -27.5% | +11.9% |
| 3Y | +41.9% | +84.6% | -42.7% | +22.9% |
| 5Y | +40.9% | +151.6% | -110.8% | +13.8% |
| 10Y | +128.4% | +358.2% | -229.8% | +63.0% |
| All | +552.8% | +2,645.7% | -2,092.9% | +214.1% |
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