+3,644.5%
AMGN vs VTR
+1,484.0%
+2,160.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.4% |
| 7D | -11.6% | -2.9% | -8.7% | -11.3% |
| 30D | -5.7% | -2.8% | -2.9% | -5.3% |
| 3M | +14.2% | +9.0% | +5.2% | +12.7% |
| 6M | +5.2% | +5.0% | +0.2% | +4.3% |
| YTD | +22.0% | +16.9% | +5.1% | +19.0% |
| 1Y | +43.6% | +34.3% | +9.3% | +37.2% |
| 3Y | +65.0% | +131.6% | -66.6% | +45.3% |
| 5Y | +112.0% | +88.0% | +24.1% | +90.4% |
| 10Y | +216.6% | +97.8% | +118.8% | +167.0% |
| All | +3,644.5% | +1,484.0% | +2,160.5% | +2,306.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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