+130.8%
AMGN vs VST
+761.6%
-630.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.1% | -1.6% |
| 7D | +1.1% | +8.9% | -7.8% | +0.9% |
| 30D | +7.8% | +6.2% | +1.6% | +7.7% |
| 3M | +27.3% | -2.7% | +30.0% | +27.2% |
| 6M | +16.8% | -8.4% | +25.2% | +16.8% |
| YTD | +36.3% | -7.2% | +43.5% | +36.1% |
| 1Y | +60.4% | -20.9% | +81.3% | +60.9% |
| 3Y | +86.3% | +384.0% | -297.7% | +52.8% |
| All | +130.8% | +761.6% | -630.8% | +77.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling