+60.4%
AMGN vs VLTO
-8.3%
+68.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | +0.1% | -1.3% |
| 7D | +1.1% | -2.3% | +3.4% | +1.5% |
| 30D | +7.8% | -0.9% | +8.7% | +8.0% |
| 3M | +27.3% | +13.8% | +13.4% | +25.5% |
| 6M | +16.8% | +2.0% | +14.8% | +15.5% |
| YTD | +36.3% | -3.2% | +39.5% | +36.2% |
| 1Y | +60.4% | -9.2% | +69.6% | +63.0% |
| All | +60.4% | -8.3% | +68.7% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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