+103.4%
AMGN vs VTV
+80.6%
+22.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.1% | -1.9% |
| 7D | -13.7% | -1.1% | -12.6% | -12.9% |
| 30D | -8.8% | -1.0% | -7.8% | -8.0% |
| 3M | +7.2% | +4.6% | +2.6% | +3.7% |
| 6M | +1.3% | +13.5% | -12.2% | -7.8% |
| YTD | +17.6% | +18.5% | -0.9% | +3.8% |
| 1Y | +37.2% | +22.9% | +14.3% | +17.9% |
| 3Y | +57.7% | +67.8% | -10.1% | +10.4% |
| All | +103.4% | +80.6% | +22.8% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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