+4,294.1%
XOM vs AMGN
+57,313.9%
-53,019.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -10.1% | +10.8% | +2.5% |
| 7D | -2.4% | -10.3% | +7.9% | -0.6% |
| 30D | +5.7% | -3.8% | +9.4% | +6.2% |
| 3M | +6.6% | +14.4% | -7.8% | +3.7% |
| 6M | +7.7% | +7.8% | -0.2% | +5.7% |
| YTD | +36.2% | +22.6% | +13.6% | +30.4% |
| 1Y | +50.5% | +44.2% | +6.3% | +39.6% |
| 3Y | +53.4% | +65.8% | -12.4% | +37.4% |
| 5Y | +254.2% | +108.0% | +146.2% | +202.7% |
| 10Y | +177.9% | +209.9% | -32.0% | +119.5% |
| All | +4,294.1% | +57,313.9% | -53,019.8% | +1,695.9% |
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