+943.9%
AMGN vs VEA
+167.0%
+776.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | 0.0% |
| 7D | -11.6% | +0.3% | -12.0% | -11.8% |
| 30D | -5.7% | +0.4% | -6.1% | -5.9% |
| 3M | +14.2% | +4.8% | +9.4% | +11.0% |
| 6M | +5.2% | +11.3% | -6.1% | -1.5% |
| YTD | +22.0% | +17.4% | +4.6% | +10.7% |
| 1Y | +43.6% | +26.2% | +17.4% | +25.2% |
| 3Y | +65.0% | +77.7% | -12.7% | +18.1% |
| 5Y | +112.0% | +60.9% | +51.1% | +58.2% |
| 10Y | +216.6% | +163.6% | +53.0% | +76.6% |
| All | +943.9% | +167.0% | +776.9% | +426.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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