+109.1%
AMGN vs VSAT
+50.0%
+59.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.8% | -2.3% |
| 7D | -13.9% | +3.4% | -17.3% | -14.0% |
| 30D | -7.1% | -12.2% | +5.1% | -6.8% |
| 3M | +13.9% | +20.6% | -6.7% | +12.6% |
| 6M | +3.2% | +60.2% | -56.9% | +0.7% |
| YTD | +19.2% | +115.3% | -96.0% | +14.7% |
| 1Y | +41.1% | +154.6% | -113.4% | +34.5% |
| 3Y | +61.3% | +211.2% | -149.9% | +47.8% |
| 5Y | +109.1% | +52.7% | +56.4% | +94.2% |
| All | +109.1% | +50.0% | +59.1% | +94.2% |
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