+60,958.4%
AMGN vs VSH
+1,674.8%
+59,283.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.4% | -6.0% | -2.2% |
| 7D | +1.1% | +4.1% | -2.9% | +0.4% |
| 30D | +7.8% | -4.2% | +12.0% | +8.2% |
| 3M | +27.3% | -50.0% | +77.2% | +39.0% |
| 6M | +16.8% | +80.2% | -63.3% | +2.2% |
| YTD | +36.3% | +121.1% | -84.8% | +14.8% |
| 1Y | +60.4% | +112.0% | -51.6% | +35.3% |
| 3Y | +86.3% | +22.5% | +63.8% | +67.4% |
| 5Y | +125.7% | +64.0% | +61.6% | +90.1% |
| 10Y | +247.0% | +170.4% | +76.7% | +158.7% |
| All | +60,958.4% | +1,674.8% | +59,283.6% | +28,390.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling