+91.6%
AMGN vs VUG
+79.9%
+11.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +1.5% | +4.4% | -2.9% | +0.5% |
| 30D | +13.1% | -7.3% | +20.5% | +14.9% |
| 3M | +12.9% | -4.2% | +17.1% | +13.8% |
| 6M | +40.8% | -1.6% | +42.3% | +40.7% |
| YTD | +45.6% | +4.9% | +40.7% | +42.9% |
| 1Y | +42.7% | +3.8% | +38.9% | +40.4% |
| All | +91.6% | +79.9% | +11.7% | +53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling