+112.0%
AMGN vs VFC
-78.7%
+190.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.3% |
| 7D | -11.6% | -2.3% | -9.3% | -11.4% |
| 30D | -5.7% | -13.4% | +7.7% | -4.4% |
| 3M | +14.2% | -23.7% | +37.9% | +16.9% |
| 6M | +5.2% | -24.5% | +29.6% | +7.5% |
| YTD | +22.0% | -27.8% | +49.8% | +25.0% |
| 1Y | +43.6% | -13.5% | +57.1% | +44.2% |
| 3Y | +65.0% | -27.1% | +92.1% | +60.7% |
| 5Y | +112.0% | -79.0% | +191.1% | +138.4% |
| All | +112.0% | -78.7% | +190.7% | +138.4% |
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