+109.6%
VRT vs AMGN
+43.9%
+65.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.5% | -9.1% | -9.5% |
| 7D | +2.4% | -11.6% | +14.1% | +4.2% |
| 30D | -2.7% | -5.7% | +3.0% | -2.7% |
| 3M | -9.2% | +14.2% | -23.4% | -14.9% |
| 6M | -0.5% | +5.2% | -5.7% | -4.0% |
| YTD | +62.3% | +22.0% | +40.4% | +50.3% |
| 1Y | +109.6% | +43.6% | +65.9% | +76.0% |
| All | +109.6% | +43.9% | +65.7% | +76.0% |
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