+88.1%
AMGN vs VSXY
+37.7%
+50.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | -0.3% |
| 7D | -11.6% | -10.7% | -0.9% | -11.3% |
| 30D | -5.7% | -24.3% | +18.6% | -4.7% |
| 3M | +14.2% | +1.0% | +13.2% | +14.0% |
| 6M | +5.2% | +57.4% | -52.2% | +2.5% |
| YTD | +22.0% | +39.8% | -17.8% | +19.4% |
| 1Y | +43.6% | +196.5% | -152.8% | +35.8% |
| 3Y | +65.0% | +357.2% | -292.2% | +49.8% |
| 5Y | +112.0% | +18.9% | +93.2% | +101.5% |
| All | +88.1% | +37.7% | +50.5% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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