+908.7%
VZ vs AMGN
+67,134.3%
-66,225.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -0.9% |
| 7D | +2.1% | -1.2% | +3.3% | +2.3% |
| 30D | +1.4% | +11.5% | -10.1% | -0.5% |
| 3M | -1.3% | +14.4% | -15.6% | -3.7% |
| 6M | -0.5% | +40.9% | -41.4% | -6.4% |
| YTD | +19.6% | +43.5% | -23.9% | +12.0% |
| 1Y | +22.4% | +49.9% | -27.6% | +13.7% |
| 3Y | +55.9% | +84.6% | -28.7% | +38.8% |
| 5Y | +20.4% | +151.6% | -131.2% | +1.5% |
| 10Y | +66.9% | +358.2% | -291.3% | +26.5% |
| All | +908.7% | +67,134.3% | -66,225.5% | +287.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling