+59.9%
VZ vs AMGN
+247.0%
-187.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.5% |
| 7D | +0.1% | +1.1% | -1.0% | -0.2% |
| 30D | +7.9% | +7.8% | +0.1% | +5.9% |
| 3M | +13.6% | +27.3% | -13.6% | +6.9% |
| 6M | +1.1% | +16.8% | -15.7% | -3.0% |
| YTD | +29.3% | +36.3% | -7.0% | +18.8% |
| 1Y | +21.2% | +60.4% | -39.2% | +6.5% |
| 3Y | +75.9% | +86.3% | -10.4% | +46.2% |
| 5Y | +24.1% | +125.7% | -101.6% | -3.0% |
| All | +59.9% | +247.0% | -187.1% | +13.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling