+65.7%
AMGN vs VFC
+52.5%
+13.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.4% | -0.7% | +3.0% |
| 7D | +5.9% | +21.5% | -15.6% | +2.5% |
| 30D | +18.7% | +46.7% | -27.9% | +11.5% |
| 3M | +23.4% | +38.4% | -15.0% | +16.7% |
| 6M | +49.7% | +15.2% | +34.5% | +44.7% |
| YTD | +49.2% | +17.8% | +31.4% | +41.7% |
| 1Y | +65.7% | +55.6% | +10.2% | +46.9% |
| All | +65.7% | +52.5% | +13.3% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling