+199.6%
AMGN vs CDW
+271.4%
-71.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | -13.9% | -7.4% | -6.5% | -12.2% |
| 30D | -7.1% | +5.8% | -13.0% | -8.5% |
| 3M | +13.9% | +10.8% | +3.1% | +10.3% |
| 6M | +3.2% | +21.5% | -18.2% | -4.1% |
| YTD | +19.2% | +6.4% | +12.9% | +14.5% |
| 1Y | +41.1% | -14.8% | +55.9% | +43.6% |
| 3Y | +61.3% | -29.9% | +91.2% | +69.9% |
| 5Y | +109.1% | -22.9% | +131.9% | +109.1% |
| All | +199.6% | +271.4% | -71.9% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CDW 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling