+158.1%
AMGN vs VT
+58.5%
+99.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.1% |
| 7D | +1.5% | +2.9% | -1.4% | +0.1% |
| 30D | +13.1% | -2.5% | +15.6% | +14.4% |
| 3M | +12.9% | -3.3% | +16.2% | +14.6% |
| 6M | +40.8% | +1.5% | +39.2% | +39.4% |
| YTD | +45.6% | +11.4% | +34.3% | +38.0% |
| 1Y | +42.7% | +11.9% | +30.8% | +35.0% |
| 3Y | +91.2% | +73.9% | +17.3% | +49.7% |
| 5Y | +158.1% | +57.9% | +100.3% | +113.7% |
| All | +158.1% | +58.5% | +99.6% | +113.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling