+65.7%
AMGN vs SHW
+7.3%
+58.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.6% | -2.9% | +1.2% |
| 7D | +5.9% | +13.3% | -7.4% | +0.8% |
| 30D | +18.7% | +14.1% | +4.6% | +12.6% |
| 3M | +23.4% | +0.8% | +22.6% | +22.7% |
| 6M | +49.7% | +17.6% | +32.1% | +40.4% |
| YTD | +49.2% | +13.0% | +36.2% | +43.7% |
| 1Y | +65.7% | +7.0% | +58.8% | +60.5% |
| All | +65.7% | +7.3% | +58.5% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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