+103.4%
AMGN vs VTRS
+47.1%
+56.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.5% |
| 7D | -13.7% | -2.2% | -11.5% | -13.2% |
| 30D | -8.8% | +3.3% | -12.1% | -9.5% |
| 3M | +7.2% | +2.0% | +5.2% | +6.6% |
| 6M | +1.3% | +19.9% | -18.7% | -3.5% |
| YTD | +17.6% | +35.7% | -18.1% | +8.5% |
| 1Y | +37.2% | +68.1% | -30.9% | +19.8% |
| 3Y | +57.7% | +87.1% | -29.3% | +31.8% |
| All | +103.4% | +47.1% | +56.3% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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