+888.2%
AMGN vs VNQ
+382.8%
+505.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.4% | -2.0% |
| 7D | -13.9% | -2.6% | -11.3% | -13.1% |
| 30D | -7.1% | -2.3% | -4.8% | -6.4% |
| 3M | +13.9% | -2.8% | +16.7% | +15.0% |
| 6M | +3.2% | +2.5% | +0.7% | +2.4% |
| YTD | +19.2% | +8.4% | +10.8% | +16.1% |
| 1Y | +41.1% | +6.8% | +34.4% | +38.2% |
| 3Y | +61.3% | +29.9% | +31.4% | +48.1% |
| 5Y | +109.1% | +7.2% | +101.9% | +101.9% |
| 10Y | +209.4% | +62.5% | +146.9% | +158.6% |
| All | +888.2% | +382.8% | +505.4% | +409.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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