+112.0%
AMGN vs VUG
+75.3%
+36.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -11.6% | +0.1% | -11.7% | -11.7% |
| 30D | -5.7% | -1.7% | -4.0% | -5.3% |
| 3M | +14.2% | +2.8% | +11.4% | +13.4% |
| 6M | +5.2% | +13.6% | -8.4% | +1.9% |
| YTD | +22.0% | +8.1% | +13.9% | +19.5% |
| 1Y | +43.6% | +13.1% | +30.6% | +39.2% |
| 3Y | +65.0% | +87.0% | -22.0% | +41.5% |
| 5Y | +112.0% | +76.0% | +36.1% | +82.9% |
| All | +112.0% | +75.3% | +36.7% | +82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling