+199.6%
AMGN vs VO
+197.9%
+1.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.7% |
| 7D | -13.9% | -2.5% | -11.4% | -12.6% |
| 30D | -7.1% | -3.2% | -3.9% | -5.3% |
| 3M | +13.9% | +3.9% | +10.0% | +11.4% |
| 6M | +3.2% | +9.6% | -6.4% | -2.2% |
| YTD | +19.2% | +11.6% | +7.7% | +11.7% |
| 1Y | +41.1% | +12.6% | +28.5% | +31.5% |
| 3Y | +61.3% | +55.4% | +5.9% | +24.0% |
| 5Y | +109.1% | +41.8% | +67.2% | +66.6% |
| All | +199.6% | +197.9% | +1.6% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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