+64,930.0%
AMGN vs VFC
+1,363.4%
+63,566.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -0.9% |
| 7D | +1.1% | +1.6% | -0.5% | +0.8% |
| 30D | +9.3% | +25.5% | -16.2% | +4.6% |
| 3M | +12.1% | +41.3% | -29.2% | +4.7% |
| 6M | +40.3% | +22.2% | +18.0% | +33.8% |
| YTD | +45.2% | +16.4% | +28.8% | +38.8% |
| 1Y | +42.4% | +38.4% | +4.0% | +31.3% |
| 3Y | +91.0% | +56.2% | +34.8% | +56.7% |
| 5Y | +157.4% | -68.2% | +225.5% | +189.8% |
| 10Y | +321.0% | -48.4% | +369.4% | +298.4% |
| All | +64,930.0% | +1,363.4% | +63,566.6% | +26,263.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling