+252.3%
AMGN vs VST
+1,175.7%
-923.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.1% | -1.8% |
| 7D | +1.1% | +8.9% | -7.8% | +0.4% |
| 30D | +7.8% | +6.2% | +1.6% | +7.3% |
| 3M | +27.3% | -2.7% | +30.0% | +27.1% |
| 6M | +16.8% | -8.4% | +25.2% | +17.0% |
| YTD | +36.3% | -7.2% | +43.5% | +35.9% |
| 1Y | +60.4% | -20.9% | +81.3% | +61.7% |
| 3Y | +86.3% | +384.0% | -297.7% | +35.3% |
| 5Y | +125.7% | +757.1% | -631.4% | +45.4% |
| All | +252.3% | +1,175.7% | -923.4% | +108.5% |
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 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