+806.7%
AMGN vs VTV
+712.5%
+94.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | -11.6% | -0.7% | -11.0% | -11.2% |
| 30D | -5.7% | -0.5% | -5.2% | -5.3% |
| 3M | +14.2% | +5.3% | +8.9% | +10.3% |
| 6M | +5.2% | +12.9% | -7.7% | -3.3% |
| YTD | +22.0% | +18.5% | +3.5% | +8.4% |
| 1Y | +43.6% | +25.3% | +18.4% | +22.8% |
| 3Y | +65.0% | +68.2% | -3.2% | +14.9% |
| 5Y | +112.0% | +80.6% | +31.4% | +39.2% |
| 10Y | +216.6% | +232.9% | -16.4% | +34.8% |
| All | +806.7% | +712.5% | +94.2% | +87.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling