+91.8%
AMGN vs VLTO
+56.1%
+35.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | 0.0% | +2.0% | -2.1% | -0.5% |
| 30D | +12.1% | +21.8% | -9.7% | +6.8% |
| 3M | +13.9% | +20.2% | -6.3% | +8.8% |
| 6M | +42.1% | +36.3% | +5.8% | +32.0% |
| YTD | +45.0% | +18.8% | +26.2% | +38.4% |
| 1Y | +49.3% | +20.4% | +28.9% | +42.0% |
| 3Y | +92.8% | +71.9% | +20.8% | +80.1% |
| All | +91.8% | +56.1% | +35.6% | +79.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling