+206.5%
AMGN vs CDW
+270.8%
-64.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.1% |
| 7D | -11.6% | -4.2% | -7.4% | -10.6% |
| 30D | -5.7% | +4.9% | -10.5% | -6.8% |
| 3M | +14.2% | +7.3% | +6.9% | +11.5% |
| 6M | +5.2% | +19.2% | -14.0% | -1.8% |
| YTD | +22.0% | +6.2% | +15.8% | +17.2% |
| 1Y | +43.6% | -14.0% | +57.6% | +45.8% |
| 3Y | +65.0% | -30.0% | +95.0% | +73.8% |
| 5Y | +112.0% | -23.6% | +135.6% | +112.7% |
| All | +206.5% | +270.8% | -64.4% | +93.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling