+947.3%
AMGN vs VCLT
+103.3%
+844.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | 0.0% | -10.0% | -10.1% |
| 7D | -10.3% | +0.3% | -10.6% | -10.3% |
| 30D | -3.8% | -0.6% | -3.2% | -3.7% |
| 3M | +14.4% | -2.2% | +16.6% | +14.7% |
| 6M | +7.8% | -2.9% | +10.7% | +8.2% |
| YTD | +22.6% | -2.1% | +24.6% | +22.9% |
| 1Y | +44.2% | -2.6% | +46.8% | +44.7% |
| 3Y | +65.8% | +12.5% | +53.3% | +64.2% |
| 5Y | +108.0% | -15.3% | +123.3% | +105.1% |
| 10Y | +209.9% | +16.6% | +193.2% | +219.1% |
| All | +947.3% | +103.3% | +844.0% | +1,268.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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