+810.9%
VOO vs AMGN
+1,208.3%
-397.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +2.6% | +1.1% | +1.4% | +2.2% |
| 30D | -2.0% | +9.3% | -11.3% | -5.0% |
| 3M | -2.8% | +12.1% | -14.9% | -7.1% |
| 6M | +2.2% | +40.3% | -38.1% | -10.3% |
| YTD | +11.5% | +45.2% | -33.7% | -3.9% |
| 1Y | +13.5% | +42.4% | -28.9% | -1.6% |
| 3Y | +78.1% | +91.0% | -12.9% | +34.1% |
| 5Y | +73.1% | +157.4% | -84.2% | +13.7% |
| 10Y | +310.7% | +321.0% | -10.3% | +117.8% |
| All | +810.9% | +1,208.3% | -397.4% | +159.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling