+317.6%
VOO vs AMGN
+206.2%
+111.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +1.3% |
| 7D | -0.8% | -13.7% | +12.9% | +4.0% |
| 30D | -1.1% | -8.8% | +7.7% | +1.7% |
| 3M | +3.9% | +7.2% | -3.3% | +0.7% |
| 6M | +13.6% | +1.3% | +12.4% | +12.2% |
| YTD | +12.7% | +17.6% | -4.9% | +5.0% |
| 1Y | +17.6% | +37.2% | -19.6% | +3.0% |
| 3Y | +77.3% | +57.7% | +19.6% | +42.5% |
| 5Y | +84.1% | +106.3% | -22.1% | +29.5% |
| All | +317.6% | +206.2% | +111.4% | +155.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling