+913.2%
AMGN vs VO
+827.2%
+85.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.3% | -1.4% |
| 7D | +1.1% | -0.3% | +1.4% | +1.3% |
| 30D | +7.8% | -0.3% | +8.2% | +8.0% |
| 3M | +27.3% | +2.9% | +24.3% | +25.0% |
| 6M | +16.8% | +9.3% | +7.5% | +10.6% |
| YTD | +36.3% | +14.2% | +22.1% | +25.7% |
| 1Y | +60.4% | +15.3% | +45.2% | +47.1% |
| 3Y | +86.3% | +56.2% | +30.1% | +41.4% |
| 5Y | +125.7% | +42.4% | +83.2% | +76.8% |
| 10Y | +247.0% | +194.7% | +52.3% | +68.5% |
| All | +913.2% | +827.2% | +85.9% | +128.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling