+154.5%
AMGN vs VCIT
+3.2%
+151.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | +0.1% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | +11.5% | +1.9% | +9.5% | +9.7% |
| 3M | +14.4% | -1.4% | +15.8% | +15.8% |
| 6M | +40.9% | -2.1% | +43.1% | +43.5% |
| YTD | +43.5% | -1.6% | +45.2% | +45.7% |
| 1Y | +49.9% | -0.9% | +50.8% | +51.3% |
| 3Y | +84.6% | +20.0% | +64.7% | +65.1% |
| All | +154.5% | +3.2% | +151.3% | +134.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling