+160.1%
AMGN vs VSAT
+25.1%
+135.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.9% | +4.6% | -0.1% |
| 7D | +1.1% | +5.9% | -4.8% | +0.9% |
| 30D | +9.3% | +9.7% | -0.4% | +8.7% |
| 3M | +12.1% | -18.3% | +30.4% | +12.6% |
| 6M | +40.3% | -4.1% | +44.3% | +39.3% |
| YTD | +45.2% | +96.5% | -51.3% | +39.8% |
| 1Y | +42.4% | +89.3% | -46.8% | +37.2% |
| 3Y | +91.0% | +270.1% | -179.0% | +73.6% |
| All | +160.1% | +25.1% | +135.1% | +152.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 5y: compounded portfolio wealth divided by compounded VSAT 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…
5y analysis · Full analysis span regression · 6 months rolling