+328.1%
AMGN vs VST
+1,219.3%
-891.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.3% | -6.3% | +0.5% |
| 7D | 0.0% | -0.5% | +0.5% | -0.2% |
| 30D | +12.1% | -17.1% | +29.2% | +13.4% |
| 3M | +13.9% | -4.6% | +18.5% | +13.7% |
| 6M | +42.1% | -9.1% | +51.2% | +42.0% |
| YTD | +45.0% | -16.6% | +61.7% | +45.1% |
| 1Y | +49.3% | -29.5% | +78.8% | +51.6% |
| 3Y | +92.8% | +297.5% | -204.8% | +42.4% |
| 5Y | +156.7% | +654.5% | -497.8% | +66.5% |
| 10Y | +328.1% | +1,205.2% | -877.1% | +155.2% |
| All | +328.1% | +1,219.3% | -891.2% | +155.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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