+60,958.4%
AMGN vs VFC
+845.1%
+60,113.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -3.9% | -2.0% |
| 7D | +1.1% | -1.6% | +2.7% | +1.4% |
| 30D | +7.8% | -11.6% | +19.5% | +10.3% |
| 3M | +27.3% | -18.1% | +45.4% | +31.3% |
| 6M | +16.8% | -27.4% | +44.2% | +22.8% |
| YTD | +36.3% | -24.8% | +61.1% | +41.9% |
| 1Y | +60.4% | -8.2% | +68.6% | +59.4% |
| 3Y | +86.3% | -29.1% | +115.5% | +77.7% |
| 5Y | +125.7% | -79.2% | +204.8% | +175.2% |
| 10Y | +247.0% | -68.1% | +315.1% | +261.2% |
| All | +60,958.4% | +845.1% | +60,113.3% | +26,844.1% |
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