+84.6%
AMGN vs VST
+264.2%
-179.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.6% | -10.5% | +0.1% |
| 7D | -1.2% | -9.8% | +8.6% | -1.3% |
| 30D | +11.5% | -25.1% | +36.6% | +11.2% |
| 3M | +14.4% | -11.6% | +26.0% | +14.2% |
| 6M | +40.9% | -20.9% | +61.8% | +40.6% |
| YTD | +43.5% | -22.3% | +65.8% | +43.2% |
| 1Y | +49.9% | -32.0% | +81.9% | +49.8% |
| 3Y | +84.6% | +262.4% | -177.8% | +47.7% |
| All | +84.6% | +264.2% | -179.6% | +47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling