+847.5%
AMGN vs VEU
+190.9%
+656.6%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.4% | -9.7% | -9.9% |
| 7D | -10.3% | +1.7% | -11.9% | -11.0% |
| 30D | -3.8% | +1.0% | -4.8% | -4.3% |
| 3M | +14.4% | +5.6% | +8.8% | +10.8% |
| 6M | +7.8% | +13.7% | -5.8% | 0.0% |
| YTD | +22.6% | +17.7% | +4.9% | +11.4% |
| 1Y | +44.2% | +25.8% | +18.5% | +26.4% |
| 3Y | +65.8% | +77.1% | -11.3% | +20.0% |
| 5Y | +108.0% | +57.1% | +50.8% | +58.6% |
| 10Y | +209.9% | +149.8% | +60.1% | +81.3% |
| All | +847.5% | +190.9% | +656.6% | +367.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling