+64,930.0%
AMGN vs VSH
+1,390.4%
+63,539.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | +0.3% |
| 7D | +1.1% | +14.3% | -13.2% | -1.1% |
| 30D | +9.3% | -7.9% | +17.1% | +9.8% |
| 3M | +12.1% | -19.9% | +32.0% | +14.2% |
| 6M | +40.3% | -30.5% | +70.8% | +42.4% |
| YTD | +45.2% | +85.7% | -40.5% | +23.9% |
| 1Y | +42.4% | +98.9% | -56.5% | +20.0% |
| 3Y | +91.0% | +32.1% | +58.9% | +67.1% |
| 5Y | +157.4% | +39.7% | +117.7% | +119.4% |
| 10Y | +321.0% | +117.6% | +203.4% | +220.4% |
| All | +64,930.0% | +1,390.4% | +63,539.5% | +30,659.6% |
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