+328.1%
AMGN vs VCIT
+29.7%
+298.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +1.0% | +1.0% |
| 7D | 0.0% | +0.7% | -0.8% | -0.5% |
| 30D | +12.1% | +1.8% | +10.3% | +11.0% |
| 3M | +13.9% | -1.6% | +15.4% | +14.9% |
| 6M | +42.1% | -2.1% | +44.2% | +43.9% |
| YTD | +45.0% | -1.6% | +46.6% | +46.5% |
| 1Y | +49.3% | -0.8% | +50.1% | +50.2% |
| 3Y | +92.8% | +19.9% | +72.8% | +78.1% |
| 5Y | +156.7% | +3.3% | +153.4% | +146.4% |
| 10Y | +328.1% | +30.6% | +297.5% | +336.6% |
| All | +328.1% | +29.7% | +298.5% | +336.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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