+195.5%
AMGN vs VRSK
+126.1%
+69.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -13.7% | -5.2% | -8.5% | -12.0% |
| 30D | -8.8% | -2.3% | -6.5% | -8.0% |
| 3M | +7.2% | -2.9% | +10.1% | +7.8% |
| 6M | +1.3% | -12.8% | +14.1% | +5.2% |
| YTD | +17.6% | -20.8% | +38.5% | +26.1% |
| 1Y | +37.2% | -33.2% | +70.4% | +56.8% |
| 3Y | +57.7% | -26.6% | +84.3% | +70.7% |
| 5Y | +106.3% | -11.3% | +117.6% | +100.7% |
| All | +195.5% | +126.1% | +69.5% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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