+26.0%
V vs AMGN
+47.8%
-21.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.8% | +0.9% | -0.1% | +0.7% |
| 30D | +9.9% | +12.1% | -2.2% | +8.6% |
| 3M | +17.5% | +12.2% | +5.3% | +16.2% |
| 6M | +33.5% | +42.1% | -8.7% | +28.7% |
| YTD | +21.6% | +45.0% | -23.5% | +16.7% |
| All | +26.0% | +47.8% | -21.8% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 1y: compounded portfolio wealth divided by compounded AMGN 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…
1y analysis · Full analysis span regression · 6 months rolling