+916.4%
VRT vs AMGN
+106.4%
+810.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.2% | -3.4% | -5.1% |
| 7D | -7.7% | -13.9% | +6.2% | -4.6% |
| 30D | -12.0% | -7.1% | -4.8% | -10.9% |
| 3M | -11.7% | +13.9% | -25.6% | -15.9% |
| 6M | -8.1% | +3.2% | -11.3% | -10.0% |
| YTD | +53.2% | +19.2% | +34.0% | +44.1% |
| 1Y | +81.7% | +41.1% | +40.5% | +62.5% |
| 3Y | +535.3% | +61.3% | +474.0% | +420.0% |
| 5Y | +916.4% | +109.1% | +807.3% | +623.7% |
| All | +916.4% | +106.4% | +810.0% | +623.7% |
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