+21.8%
VZ vs AMGN
+156.1%
-134.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | +1.5% | +1.1% | +0.3% | +1.3% |
| 30D | +4.4% | +9.3% | -4.9% | +2.6% |
| 3M | -2.4% | +12.1% | -14.5% | -4.7% |
| 6M | +1.4% | +40.3% | -38.8% | -5.7% |
| YTD | +21.4% | +45.2% | -23.8% | +11.4% |
| 1Y | +20.3% | +42.4% | -22.2% | +10.8% |
| 3Y | +57.4% | +91.0% | -33.7% | +33.4% |
| All | +21.8% | +156.1% | -134.3% | -4.5% |
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