+195.5%
AMGN vs VIG
+250.0%
-54.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.1% | -1.9% |
| 7D | -13.7% | -1.1% | -12.6% | -12.9% |
| 30D | -8.8% | -2.7% | -6.1% | -6.6% |
| 3M | +7.2% | +2.5% | +4.7% | +5.2% |
| 6M | +1.3% | +9.2% | -8.0% | -5.5% |
| YTD | +17.6% | +9.8% | +7.8% | +9.4% |
| 1Y | +37.2% | +12.4% | +24.8% | +25.3% |
| 3Y | +57.7% | +55.9% | +1.8% | +10.8% |
| 5Y | +106.3% | +63.9% | +42.3% | +37.0% |
| All | +195.5% | +250.0% | -54.5% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling