+90.4%
AMGN vs VT
+75.3%
+15.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | -0.4% |
| 7D | 0.0% | +0.4% | -0.4% | -0.2% |
| 30D | +12.1% | -2.6% | +14.7% | +13.8% |
| 3M | +13.9% | -3.2% | +17.1% | +15.9% |
| 6M | +42.1% | +0.9% | +41.2% | +40.8% |
| YTD | +45.0% | +11.3% | +33.7% | +35.2% |
| 1Y | +49.3% | +14.0% | +35.3% | +37.2% |
| All | +90.4% | +75.3% | +15.1% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 3y: compounded portfolio wealth divided by compounded VT 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…
3y analysis · Full analysis span regression · 6 months rolling