+325.7%
AMGN vs VST
+1,139.0%
-813.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | +1.1% | +6.6% | -5.4% | +0.7% |
| 30D | +9.3% | -12.4% | +21.7% | +10.1% |
| 3M | +12.1% | -9.0% | +21.1% | +12.4% |
| 6M | +40.3% | -6.4% | +46.7% | +39.8% |
| YTD | +45.2% | -17.2% | +62.4% | +45.3% |
| 1Y | +42.4% | -22.0% | +64.5% | +43.3% |
| 3Y | +91.0% | +296.7% | -205.6% | +41.0% |
| 5Y | +157.4% | +637.6% | -480.2% | +67.4% |
| All | +325.7% | +1,139.0% | -813.4% | +153.8% |
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