+982.3%
AMGN vs VUG
+1,200.5%
-218.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +1.5% | +4.4% | -2.9% | -1.2% |
| 30D | +13.1% | -7.3% | +20.5% | +18.2% |
| 3M | +12.9% | -4.2% | +17.1% | +15.5% |
| 6M | +40.8% | -1.6% | +42.3% | +40.8% |
| YTD | +45.6% | +4.9% | +40.7% | +39.5% |
| 1Y | +42.7% | +3.8% | +38.9% | +37.5% |
| 3Y | +91.2% | +79.4% | +11.7% | +25.0% |
| 5Y | +158.1% | +63.9% | +94.2% | +72.2% |
| 10Y | +322.3% | +404.0% | -81.8% | +12.5% |
| All | +982.3% | +1,200.5% | -218.2% | +32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling