+913.2%
AMGN vs VUG
+1,251.8%
-338.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.3% |
| 7D | +1.1% | -0.1% | +1.2% | +1.2% |
| 30D | +7.8% | -0.3% | +8.2% | +8.0% |
| 3M | +27.3% | -0.7% | +27.9% | +27.1% |
| 6M | +16.8% | +14.6% | +2.2% | +6.4% |
| YTD | +36.3% | +9.0% | +27.3% | +27.9% |
| 1Y | +60.4% | +14.9% | +45.6% | +45.3% |
| 3Y | +86.3% | +86.0% | +0.3% | +19.4% |
| 5Y | +125.7% | +76.7% | +49.0% | +43.1% |
| 10Y | +247.0% | +411.3% | -164.3% | -7.7% |
| All | +913.2% | +1,251.8% | -338.6% | +21.9% |
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