+271.0%
AMGN vs VST
+968.1%
-697.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.6% | -10.5% | -0.7% |
| 7D | -1.2% | -9.8% | +8.6% | -0.6% |
| 30D | +11.5% | -25.1% | +36.6% | +13.5% |
| 3M | +14.4% | -11.6% | +26.0% | +14.9% |
| 6M | +40.9% | -20.9% | +61.8% | +42.3% |
| YTD | +43.5% | -22.3% | +65.8% | +44.4% |
| 1Y | +49.9% | -32.0% | +81.9% | +52.5% |
| 3Y | +84.6% | +262.4% | -177.8% | +37.9% |
| 5Y | +151.6% | +563.4% | -411.7% | +66.4% |
| 10Y | +358.2% | +1,120.7% | -762.5% | +174.5% |
| All | +271.0% | +968.1% | -697.1% | +121.6% |
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