+64,930.0%
AMGN vs SHW
+21,699.3%
+43,230.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.8% |
| 3M | +12.1% | -2.8% | +14.9% | +12.8% |
| 6M | +40.3% | +15.0% | +25.2% | +34.4% |
| YTD | +45.2% | +9.0% | +36.2% | +40.9% |
| 1Y | +42.4% | +4.5% | +38.0% | +39.9% |
| 3Y | +91.0% | +41.9% | +49.2% | +70.8% |
| 5Y | +157.4% | +10.7% | +146.6% | +140.9% |
| 10Y | +321.0% | +340.4% | -19.4% | +163.0% |
| All | +64,930.0% | +21,699.3% | +43,230.7% | +14,694.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling