+80.2%
AMGN vs VLTO
+27.2%
+53.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | +0.1% | -1.2% |
| 7D | +1.1% | -2.3% | +3.4% | +1.6% |
| 30D | +7.8% | -0.9% | +8.7% | +8.0% |
| 3M | +27.3% | +13.8% | +13.4% | +23.7% |
| 6M | +16.8% | +2.0% | +14.8% | +16.1% |
| YTD | +36.3% | -3.2% | +39.5% | +36.8% |
| 1Y | +60.4% | -9.2% | +69.6% | +63.6% |
| All | +80.2% | +27.2% | +53.0% | +77.0% |
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 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