+1,084.9%
AMGN vs VXUS
+179.6%
+905.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.9% |
| 7D | +1.1% | +1.0% | +0.1% | +0.5% |
| 30D | +7.8% | +2.2% | +5.6% | +6.4% |
| 3M | +27.3% | +3.0% | +24.3% | +24.6% |
| 6M | +16.8% | +10.7% | +6.2% | +9.2% |
| YTD | +36.3% | +17.8% | +18.5% | +22.4% |
| 1Y | +60.4% | +27.6% | +32.8% | +37.2% |
| 3Y | +86.3% | +73.3% | +13.0% | +31.4% |
| 5Y | +125.7% | +54.3% | +71.3% | +69.0% |
| 10Y | +247.0% | +149.8% | +97.2% | +86.2% |
| All | +1,084.9% | +179.6% | +905.2% | +481.4% |
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 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