+88.3%
AMGN vs VCIT
+19.1%
+69.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.5% |
| 7D | +1.1% | -0.3% | +1.5% | +1.6% |
| 30D | +7.8% | -0.8% | +8.6% | +9.0% |
| 3M | +27.3% | -1.0% | +28.3% | +29.0% |
| 6M | +16.8% | -1.8% | +18.7% | +19.9% |
| YTD | +36.3% | -0.7% | +37.0% | +37.7% |
| 1Y | +60.4% | +1.0% | +59.4% | +58.6% |
| All | +88.3% | +19.1% | +69.2% | +56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling