+792.7%
AMGN vs VIG
+617.8%
+174.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.8% | -9.3% | -9.4% |
| 7D | -10.3% | -0.4% | -9.9% | -9.9% |
| 30D | -3.8% | -2.1% | -1.7% | -2.0% |
| 3M | +14.4% | +3.3% | +11.0% | +11.6% |
| 6M | +7.8% | +9.3% | -1.5% | +0.5% |
| YTD | +22.6% | +10.1% | +12.4% | +13.5% |
| 1Y | +44.2% | +14.7% | +29.5% | +29.3% |
| 3Y | +65.8% | +56.9% | +8.9% | +14.8% |
| 5Y | +108.0% | +62.9% | +45.1% | +37.1% |
| 10Y | +209.9% | +241.3% | -31.5% | +8.3% |
| All | +792.7% | +617.8% | +174.9% | +71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling