+41.5%
AMGN vs VST
-30.5%
+72.1%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.2% | +2.3% | -4.4% |
| 7D | -0.1% | -19.9% | +19.8% | -2.3% |
| 30D | +14.3% | -29.7% | +44.0% | +10.6% |
| 3M | +13.5% | -19.6% | +33.1% | +11.5% |
| 6M | +41.5% | -29.4% | +70.9% | +35.5% |
| All | +41.5% | -30.5% | +72.1% | +35.5% |
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