+103.4%
AMGN vs VTEB
+1.2%
+102.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.7% |
| 7D | -13.7% | -0.9% | -12.8% | -12.8% |
| 30D | -8.8% | -2.5% | -6.3% | -6.3% |
| 3M | +7.2% | -3.0% | +10.2% | +10.7% |
| 6M | +1.3% | -2.1% | +3.4% | +3.7% |
| YTD | +17.6% | -1.5% | +19.1% | +19.7% |
| 1Y | +37.2% | +0.2% | +37.0% | +37.2% |
| 3Y | +57.7% | +8.6% | +49.2% | +46.6% |
| All | +103.4% | +1.2% | +102.2% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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