+192.9%
XOM vs AMGN
+206.2%
-13.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.8% |
| 7D | +4.1% | -13.7% | +17.8% | +7.8% |
| 30D | +4.6% | -8.8% | +13.4% | +6.7% |
| 3M | +14.0% | +7.2% | +6.8% | +11.3% |
| 6M | +11.0% | +1.3% | +9.7% | +9.7% |
| YTD | +40.7% | +17.6% | +23.1% | +33.0% |
| 1Y | +52.3% | +37.2% | +15.1% | +37.0% |
| 3Y | +60.5% | +57.7% | +2.7% | +35.1% |
| 5Y | +266.4% | +106.3% | +160.2% | +175.7% |
| All | +192.9% | +206.2% | -13.2% | +90.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling