+65.7%
AMGN vs VLTO
+18.3%
+47.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.6% |
| 7D | +5.9% | +13.8% | -7.9% | +2.9% |
| 30D | +18.7% | +21.2% | -2.4% | +13.8% |
| 3M | +23.4% | +21.5% | +1.9% | +18.2% |
| 6M | +49.7% | +33.0% | +16.7% | +41.6% |
| YTD | +49.2% | +17.8% | +31.4% | +42.5% |
| 1Y | +65.7% | +18.1% | +47.6% | +58.6% |
| All | +65.7% | +18.3% | +47.4% | +58.6% |
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