+644.6%
VRT vs AMGN
+68.2%
+576.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -10.1% | +13.7% | +5.1% |
| 7D | +13.6% | -10.3% | +23.9% | +15.2% |
| 30D | +6.8% | -3.8% | +10.5% | +6.8% |
| 3M | -3.2% | +14.4% | -17.6% | -6.7% |
| 6M | +20.3% | +7.8% | +12.5% | +17.4% |
| YTD | +79.6% | +22.6% | +57.0% | +71.4% |
| 1Y | +139.0% | +44.2% | +94.8% | +121.4% |
| 3Y | +644.6% | +65.8% | +578.8% | +542.9% |
| All | +644.6% | +68.2% | +576.4% | +542.9% |
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 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