+199.6%
AMGN vs VSH
+179.3%
+20.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | -13.9% | +3.1% | -17.0% | -14.3% |
| 30D | -7.1% | -5.7% | -1.4% | -6.5% |
| 3M | +13.9% | -42.5% | +56.4% | +21.9% |
| 6M | +3.2% | +82.7% | -79.4% | -12.4% |
| YTD | +19.2% | +118.2% | -99.0% | -2.8% |
| 1Y | +41.1% | +109.7% | -68.5% | +15.1% |
| 3Y | +61.3% | +35.3% | +26.0% | +39.6% |
| 5Y | +109.1% | +65.6% | +43.5% | +68.7% |
| All | +199.6% | +179.3% | +20.3% | +94.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling