+199.6%
AMGN vs VUG
+419.9%
-220.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.0% |
| 7D | -13.9% | -1.9% | -12.0% | -13.1% |
| 30D | -7.1% | -1.6% | -5.6% | -6.5% |
| 3M | +13.9% | +4.4% | +9.5% | +11.4% |
| 6M | +3.2% | +13.2% | -10.0% | -3.0% |
| YTD | +19.2% | +7.5% | +11.7% | +14.6% |
| 1Y | +41.1% | +12.5% | +28.7% | +32.6% |
| 3Y | +61.3% | +86.0% | -24.7% | +15.4% |
| 5Y | +109.1% | +76.5% | +32.6% | +51.5% |
| All | +199.6% | +419.9% | -220.4% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 10y: compounded portfolio wealth divided by compounded VUG 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…
10y analysis · Full analysis span regression · 6 months rolling