+158.1%
AMGN vs VXUS
+46.3%
+111.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.2% |
| 7D | +1.5% | +2.3% | -0.8% | +0.5% |
| 30D | +13.1% | -2.2% | +15.4% | +14.2% |
| 3M | +12.9% | -5.4% | +18.3% | +15.5% |
| 6M | +40.8% | -1.2% | +42.0% | +41.0% |
| YTD | +45.6% | +10.4% | +35.2% | +38.7% |
| 1Y | +42.7% | +11.8% | +30.9% | +35.1% |
| 3Y | +91.2% | +68.4% | +22.8% | +54.4% |
| 5Y | +158.1% | +45.9% | +112.3% | +125.4% |
| All | +158.1% | +46.3% | +111.8% | +125.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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