+59.9%
AMGN vs VIG
+54.7%
+5.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -1.8% |
| 7D | -13.9% | -2.2% | -11.7% | -11.9% |
| 30D | -7.1% | -3.2% | -3.9% | -4.1% |
| 3M | +13.9% | +3.0% | +10.9% | +11.1% |
| 6M | +3.2% | +8.1% | -4.9% | -3.6% |
| YTD | +19.2% | +9.1% | +10.2% | +10.6% |
| 1Y | +41.1% | +12.6% | +28.6% | +27.4% |
| All | +59.9% | +54.7% | +5.2% | +5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling