+77.7%
VOO vs AMGN
+66.6%
+11.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -10.1% | +9.5% | +1.1% |
| 7D | +0.5% | -10.3% | +10.8% | +2.2% |
| 30D | -0.9% | -3.8% | +2.8% | -0.5% |
| 3M | +3.9% | +14.4% | -10.5% | +1.2% |
| 6M | +14.5% | +7.8% | +6.7% | +12.6% |
| YTD | +13.0% | +22.6% | -9.6% | +8.3% |
| 1Y | +19.4% | +44.2% | -24.8% | +10.7% |
| All | +77.7% | +66.6% | +11.1% | +56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling