+1,161.9%
AMGN vs VXUS
+161.8%
+1,000.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.1% | +2.1% | -1.0% | -0.2% |
| 30D | +9.3% | -1.1% | +10.4% | +10.0% |
| 3M | +12.1% | -5.6% | +17.7% | +16.0% |
| 6M | +40.3% | -2.3% | +42.5% | +41.5% |
| YTD | +45.2% | +10.4% | +34.8% | +35.6% |
| 1Y | +42.4% | +13.1% | +29.4% | +31.0% |
| 3Y | +91.0% | +68.0% | +23.0% | +37.1% |
| 5Y | +157.4% | +45.8% | +111.6% | +99.3% |
| 10Y | +321.0% | +144.7% | +176.3% | +128.4% |
| All | +1,161.9% | +161.8% | +1,000.1% | +543.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling