+158.1%
AMGN vs VFC
-68.8%
+227.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.7% | +0.1% |
| 7D | +1.5% | -1.4% | +2.9% | +1.6% |
| 30D | +13.1% | +24.6% | -11.5% | +10.7% |
| 3M | +12.9% | +38.4% | -25.6% | +9.3% |
| 6M | +40.8% | +15.3% | +25.5% | +38.2% |
| YTD | +45.6% | +12.7% | +32.9% | +42.8% |
| 1Y | +42.7% | +32.7% | +10.1% | +37.7% |
| 3Y | +91.2% | +43.7% | +47.5% | +74.8% |
| 5Y | +158.1% | -69.2% | +227.3% | +181.6% |
| All | +158.1% | -68.8% | +227.0% | +181.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling