+1,024.4%
VRT vs AMGN
+107.5%
+916.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -10.1% | +13.7% | +6.0% |
| 7D | +13.6% | -10.3% | +23.9% | +16.3% |
| 30D | +6.8% | -3.8% | +10.5% | +7.0% |
| 3M | -3.2% | +14.4% | -17.6% | -7.9% |
| 6M | +20.3% | +7.8% | +12.5% | +16.4% |
| YTD | +79.6% | +22.6% | +57.0% | +67.5% |
| 1Y | +139.0% | +44.2% | +94.8% | +112.3% |
| 3Y | +644.6% | +65.8% | +578.8% | +503.1% |
| 5Y | +1,024.4% | +108.0% | +916.4% | +705.0% |
| All | +1,024.4% | +107.5% | +916.8% | +705.0% |
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 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