+902.6%
AMGN vs VIVK
-100.0%
+1,002.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.3% | +5.9% | -0.5% |
| 7D | -11.6% | -7.9% | -3.8% | -11.6% |
| 30D | -5.7% | -42.0% | +36.3% | -5.7% |
| 3M | +14.2% | -92.5% | +106.7% | +14.0% |
| 6M | +5.2% | -98.0% | +103.2% | +5.0% |
| YTD | +22.0% | -97.9% | +119.9% | +21.8% |
| 1Y | +43.6% | -100.0% | +143.6% | +43.0% |
| 3Y | +65.0% | -100.0% | +165.0% | +64.4% |
| 5Y | +112.0% | -100.0% | +212.0% | +111.3% |
| 10Y | +216.6% | -100.0% | +316.5% | +218.3% |
| All | +902.6% | -100.0% | +1,002.6% | +956.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling