+579.7%
AMGN vs CDW
+1,037.5%
-457.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.2% |
| 7D | +1.5% | +9.1% | -7.6% | -0.8% |
| 30D | +13.1% | +13.7% | -0.6% | +9.2% |
| 3M | +12.9% | +27.0% | -14.2% | +5.3% |
| 6M | +40.8% | +75.9% | -35.1% | +18.4% |
| YTD | +45.6% | +28.9% | +16.7% | +31.7% |
| 1Y | +42.7% | +19.6% | +23.1% | +31.8% |
| 3Y | +91.2% | -14.6% | +105.8% | +90.6% |
| 5Y | +158.1% | -3.2% | +161.3% | +141.0% |
| 10Y | +322.3% | +321.3% | +1.0% | +119.6% |
| All | +579.7% | +1,037.5% | -457.7% | +187.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling