+112.0%
AMGN price history and return analytics
+65.7%
+46.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.2% |
| 7D | -11.6% | -0.1% | -11.5% | -11.6% |
| 30D | -5.7% | -0.7% | -5.0% | -5.4% |
| 3M | +14.2% | +4.0% | +10.2% | +12.1% |
| 6M | +5.2% | +12.3% | -7.1% | -0.6% |
| YTD | +22.0% | +14.0% | +8.0% | +14.4% |
| 1Y | +43.6% | +20.3% | +23.3% | +31.4% |
| 3Y | +65.0% | +75.4% | -10.4% | +28.2% |
| 5Y | +112.0% | +66.0% | +46.1% | +69.0% |
| All | +112.0% | +65.7% | +46.4% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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