+631.1%
VRT vs AMGN
+153.9%
+477.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -17.7% | +0.9% | -18.6% | -17.8% |
| 30D | -20.0% | +12.1% | -32.1% | -22.1% |
| 3M | -28.1% | +12.2% | -40.2% | -30.4% |
| 6M | -42.8% | +42.1% | -85.0% | -48.6% |
| YTD | +20.0% | +45.0% | -25.1% | +7.6% |
| 1Y | +3.5% | +47.7% | -44.2% | -7.8% |
| 3Y | +366.1% | +90.4% | +275.7% | +267.8% |
| All | +631.1% | +153.9% | +477.2% | +382.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling