+37.2%
AMGN vs VIVK
-100.0%
+137.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.4% | +6.0% | -1.4% |
| 7D | -13.7% | -4.4% | -9.3% | -13.7% |
| 30D | -8.8% | -40.8% | +32.0% | -8.8% |
| 3M | +7.2% | -94.1% | +101.3% | +6.8% |
| 6M | +1.3% | -98.2% | +99.5% | +0.8% |
| YTD | +17.6% | -98.0% | +115.7% | +16.7% |
| 1Y | +37.2% | -100.0% | +137.1% | +36.4% |
| All | +37.2% | -100.0% | +137.1% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 1y: compounded portfolio wealth divided by compounded VIVK 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…
1y analysis · Full analysis span regression · 6 months rolling