+92.9%
AMGN vs VLTO
+57.1%
+35.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | -2.2% | +1.5% | -3.7% | -2.5% |
| 30D | +12.1% | +20.9% | -8.8% | +7.0% |
| 3M | +13.6% | +21.4% | -7.7% | +8.3% |
| 6M | +43.9% | +37.6% | +6.4% | +33.4% |
| YTD | +45.9% | +19.5% | +26.4% | +39.1% |
| 1Y | +42.1% | +22.0% | +20.1% | +34.7% |
| 3Y | +91.6% | +70.7% | +20.9% | +78.9% |
| All | +92.9% | +57.1% | +35.9% | +79.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling