+63.6%
AMGN vs SHW
+21.1%
+42.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.1% |
| 7D | -11.6% | -3.2% | -8.4% | -10.5% |
| 30D | -5.7% | -11.4% | +5.7% | -1.6% |
| 3M | +14.2% | +3.5% | +10.7% | +12.8% |
| 6M | +5.2% | -3.4% | +8.5% | +6.0% |
| YTD | +22.0% | -0.3% | +22.3% | +21.5% |
| 1Y | +43.6% | -10.4% | +54.1% | +48.1% |
| All | +63.6% | +21.1% | +42.5% | +55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling