+158.1%
AMGN vs VST
+645.9%
-487.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.2% |
| 7D | +1.5% | +19.2% | -17.7% | +1.3% |
| 30D | +13.1% | -17.2% | +30.3% | +13.3% |
| 3M | +12.9% | -8.1% | +21.0% | +12.9% |
| 6M | +40.8% | -8.1% | +48.9% | +40.5% |
| YTD | +45.6% | -16.3% | +61.9% | +45.5% |
| 1Y | +42.7% | -24.1% | +66.9% | +43.0% |
| 3Y | +91.2% | +300.2% | -209.0% | +58.1% |
| 5Y | +158.1% | +645.9% | -487.8% | +96.0% |
| All | +158.1% | +645.9% | -487.8% | +96.0% |
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 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