+160.1%
AMGN vs SHW
+11.1%
+149.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +1.1% | +1.9% | -0.8% | +0.6% |
| 30D | +9.3% | +8.1% | +1.2% | +7.0% |
| 3M | +12.1% | -2.8% | +14.9% | +12.7% |
| 6M | +40.3% | +15.0% | +25.2% | +35.2% |
| YTD | +45.2% | +9.0% | +36.2% | +41.5% |
| 1Y | +42.4% | +4.5% | +38.0% | +40.1% |
| 3Y | +91.0% | +41.9% | +49.2% | +77.7% |
| All | +160.1% | +11.1% | +149.0% | +144.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling