+40.9%
AMGN vs VST
-22.5%
+63.4%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.6% | -10.5% | +1.0% |
| 7D | -1.2% | -9.8% | +8.6% | -2.3% |
| 30D | +11.5% | -25.1% | +36.6% | +8.4% |
| 3M | +14.4% | -11.6% | +26.0% | +13.3% |
| 6M | +40.9% | -20.9% | +61.8% | +36.2% |
| All | +40.9% | -22.5% | +63.4% | +36.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling