+263.7%
AMGN vs VTEB
+25.1%
+238.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.9% |
| 7D | -13.9% | -1.2% | -12.7% | -13.4% |
| 30D | -7.1% | -2.9% | -4.3% | -5.8% |
| 3M | +13.9% | -3.2% | +17.1% | +15.7% |
| 6M | +3.2% | -2.6% | +5.9% | +4.6% |
| YTD | +19.2% | -1.8% | +21.1% | +20.4% |
| 1Y | +41.1% | +0.2% | +40.9% | +41.2% |
| 3Y | +61.3% | +8.2% | +53.1% | +56.7% |
| 5Y | +109.1% | +0.8% | +108.2% | +106.6% |
| 10Y | +209.4% | +17.7% | +191.8% | +253.5% |
| All | +263.7% | +25.1% | +238.6% | +384.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling