+13.8%
VRT vs AMGN
+64.6%
-50.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +3.7% | -16.6% | -12.9% |
| 7D | -15.4% | +5.9% | -21.3% | -15.6% |
| 30D | -19.0% | +18.7% | -37.7% | -19.8% |
| 3M | -23.8% | +23.4% | -47.2% | -26.4% |
| 6M | -37.9% | +49.7% | -87.6% | -44.0% |
| YTD | +27.0% | +49.2% | -22.2% | +17.4% |
| 1Y | +13.8% | +65.7% | -51.9% | +0.1% |
| All | +13.8% | +64.6% | -50.8% | +0.1% |
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