+20.2%
VZ vs AMGN
+151.3%
-131.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -0.9% |
| 7D | +2.1% | -1.2% | +3.3% | +2.4% |
| 30D | +1.4% | +11.5% | -10.1% | -0.7% |
| 3M | -1.3% | +14.4% | -15.6% | -4.1% |
| 6M | -0.5% | +40.9% | -41.4% | -7.6% |
| YTD | +19.6% | +43.5% | -23.9% | +10.0% |
| 1Y | +22.4% | +49.9% | -27.6% | +11.3% |
| 3Y | +55.9% | +84.6% | -28.7% | +33.2% |
| All | +20.2% | +151.3% | -131.1% | -5.4% |
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