+158.5%
AMGN vs CDW
-1.8%
+160.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.3% |
| 7D | -2.2% | +2.6% | -4.7% | -2.5% |
| 30D | +12.1% | +20.4% | -8.3% | +9.2% |
| 3M | +13.6% | +28.5% | -14.8% | +9.6% |
| 6M | +43.9% | +70.6% | -26.7% | +31.5% |
| YTD | +45.9% | +29.1% | +16.9% | +38.5% |
| 1Y | +42.1% | +23.8% | +18.4% | +35.9% |
| 3Y | +91.6% | -14.5% | +106.1% | +92.6% |
| 5Y | +158.5% | -1.6% | +160.1% | +152.2% |
| All | +158.5% | -1.8% | +160.3% | +152.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling