+63.6%
AMGN vs VSH
+35.1%
+28.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | -11.6% | +3.5% | -15.2% | -11.9% |
| 30D | -5.7% | -4.4% | -1.3% | -5.5% |
| 3M | +14.2% | -45.8% | +60.0% | +19.8% |
| 6M | +5.2% | +90.1% | -85.0% | -8.6% |
| YTD | +22.0% | +120.3% | -98.3% | +3.1% |
| 1Y | +43.6% | +112.2% | -68.6% | +21.3% |
| All | +63.6% | +35.1% | +28.5% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling