+103.4%
AMGN vs VEU
+55.0%
+48.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.4% | -1.8% |
| 7D | -13.7% | -1.4% | -12.3% | -13.2% |
| 30D | -8.8% | -0.4% | -8.4% | -8.6% |
| 3M | +7.2% | +2.5% | +4.7% | +5.9% |
| 6M | +1.3% | +11.1% | -9.9% | -3.7% |
| YTD | +17.6% | +16.5% | +1.1% | +9.5% |
| 1Y | +37.2% | +22.9% | +14.2% | +24.7% |
| 3Y | +57.7% | +73.4% | -15.7% | +25.1% |
| All | +103.4% | +55.0% | +48.5% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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