+41.1%
AMGN vs CDW
-13.4%
+54.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | -13.9% | -7.4% | -6.5% | -13.5% |
| 30D | -7.1% | +5.8% | -13.0% | -7.2% |
| 3M | +13.9% | +10.8% | +3.1% | +13.1% |
| 6M | +3.2% | +21.5% | -18.2% | 0.0% |
| YTD | +19.2% | +6.4% | +12.9% | +17.4% |
| 1Y | +41.1% | -14.8% | +55.9% | +41.5% |
| All | +41.1% | -13.4% | +54.5% | +41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling