+30.8%
XLV vs AMGN
+59.9%
-29.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.2% | +0.3% |
| 7D | -3.6% | -13.7% | +10.1% | +1.4% |
| 30D | -1.8% | -8.8% | +7.0% | +1.2% |
| 3M | +7.8% | +7.2% | +0.6% | +5.0% |
| 6M | +9.1% | +1.3% | +7.8% | +8.1% |
| YTD | +7.7% | +17.6% | -9.9% | +1.4% |
| 1Y | +20.4% | +37.2% | -16.8% | +7.4% |
| 3Y | +30.8% | +57.7% | -27.0% | +11.6% |
| All | +30.8% | +59.9% | -29.1% | +11.6% |
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