+270.8%
AMGN vs VST
+866.2%
-595.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.2% | +2.3% | -3.4% |
| 7D | -0.1% | -19.9% | +19.8% | +1.4% |
| 30D | +14.3% | -29.7% | +44.0% | +17.0% |
| 3M | +13.5% | -19.6% | +33.1% | +14.8% |
| 6M | +41.5% | -29.4% | +70.9% | +44.1% |
| YTD | +43.5% | -29.7% | +73.2% | +45.4% |
| 1Y | +47.9% | -40.0% | +87.9% | +51.9% |
| 3Y | +86.6% | +231.0% | -144.4% | +40.2% |
| 5Y | +151.6% | +500.1% | -348.5% | +67.6% |
| 10Y | +358.1% | +1,004.2% | -646.1% | +176.5% |
| All | +270.8% | +866.2% | -595.3% | +123.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling