+323.2%
AMGN vs VST
+1,169.0%
-845.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.5% |
| 7D | -2.2% | +10.9% | -13.1% | -2.9% |
| 30D | +12.1% | -15.6% | +27.7% | +13.2% |
| 3M | +13.6% | -7.8% | +21.4% | +13.8% |
| 6M | +43.9% | -12.0% | +55.9% | +44.1% |
| YTD | +45.9% | -16.9% | +62.9% | +46.1% |
| 1Y | +42.1% | -25.1% | +67.2% | +43.5% |
| 3Y | +91.6% | +297.1% | -205.5% | +41.4% |
| 5Y | +158.5% | +641.9% | -483.4% | +67.9% |
| 10Y | +323.2% | +1,142.3% | -819.1% | +150.0% |
| All | +323.2% | +1,169.0% | -845.8% | +150.0% |
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