+78.7%
AMGN vs VG
-44.1%
+122.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.7% | -5.0% | -0.1% |
| 7D | +1.5% | +15.1% | -13.6% | +1.8% |
| 30D | +13.1% | -4.2% | +17.3% | +13.1% |
| 3M | +12.9% | -3.1% | +16.0% | +12.9% |
| 6M | +40.8% | +0.3% | +40.4% | +41.0% |
| YTD | +45.6% | +95.5% | -49.9% | +44.0% |
| 1Y | +42.7% | +64.4% | -21.7% | +41.5% |
| All | +78.7% | -44.1% | +122.8% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 3y: compounded portfolio wealth divided by compounded VG 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…
3y analysis · Full analysis span regression · 6 months rolling