+60,958.4%
AMGN vs VMC
+3,246.6%
+57,711.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.7% |
| 7D | +1.1% | -4.3% | +5.4% | +2.0% |
| 30D | +7.8% | -8.2% | +16.1% | +9.7% |
| 3M | +27.3% | -7.0% | +34.3% | +28.9% |
| 6M | +16.8% | -10.8% | +27.6% | +19.2% |
| YTD | +36.3% | -7.4% | +43.7% | +37.6% |
| 1Y | +60.4% | -9.5% | +69.9% | +62.5% |
| 3Y | +86.3% | +20.5% | +65.9% | +75.9% |
| 5Y | +125.7% | +51.6% | +74.1% | +99.8% |
| 10Y | +247.0% | +150.0% | +97.0% | +160.7% |
| All | +60,958.4% | +3,246.6% | +57,711.8% | +25,154.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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