+41.1%
AMGN vs VFC
-14.7%
+55.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.7% | -2.0% |
| 7D | -13.9% | -3.3% | -10.6% | -13.4% |
| 30D | -7.1% | -14.0% | +6.9% | -5.1% |
| 3M | +13.9% | -22.6% | +36.5% | +17.6% |
| 6M | +3.2% | -24.7% | +28.0% | +6.5% |
| YTD | +19.2% | -29.0% | +48.2% | +23.4% |
| 1Y | +41.1% | -13.8% | +54.9% | +38.6% |
| All | +41.1% | -14.7% | +55.9% | +38.6% |
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