+361.0%
VRT vs AMGN
+91.6%
+269.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -17.7% | +0.9% | -18.6% | -17.7% |
| 30D | -20.0% | +12.1% | -32.1% | -21.0% |
| 3M | -28.1% | +12.2% | -40.2% | -29.3% |
| 6M | -42.8% | +42.1% | -85.0% | -46.4% |
| YTD | +20.0% | +45.0% | -25.1% | +12.8% |
| 1Y | +3.5% | +47.7% | -44.2% | -3.0% |
| All | +361.0% | +91.6% | +269.5% | +295.3% |
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