+37.2%
AMGN vs VSH
+119.5%
-82.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.1% | -7.5% | -1.2% |
| 7D | -13.7% | +4.8% | -18.5% | -13.6% |
| 30D | -8.8% | -0.7% | -8.1% | -8.8% |
| 3M | +7.2% | -43.1% | +50.3% | +7.5% |
| 6M | +1.3% | +91.8% | -90.5% | -5.5% |
| YTD | +17.6% | +131.6% | -114.0% | +8.1% |
| 1Y | +37.2% | +118.1% | -80.9% | +25.5% |
| All | +37.2% | +119.5% | -82.3% | +25.5% |
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 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