+60.4%
AMGN vs VSH
+118.1%
-57.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.4% | -6.0% | -1.4% |
| 7D | +1.1% | +4.1% | -2.9% | +1.2% |
| 30D | +7.8% | -4.2% | +12.0% | +7.7% |
| 3M | +27.3% | -50.0% | +77.2% | +27.8% |
| 6M | +16.8% | +80.2% | -63.3% | +8.7% |
| YTD | +36.3% | +121.1% | -84.8% | +24.5% |
| 1Y | +60.4% | +112.0% | -51.6% | +44.7% |
| All | +60.4% | +118.1% | -57.7% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 1y: compounded portfolio wealth divided by compounded VSH 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…
1y analysis · Full analysis span regression · 6 months rolling