+154.9%
AMGN vs SW
+2.5%
+152.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | +0.9% | +2.2% | -1.3% | +0.7% |
| 30D | +12.1% | +7.4% | +4.7% | +11.7% |
| 3M | +12.2% | -5.9% | +18.1% | +12.5% |
| 6M | +42.1% | +9.0% | +33.2% | +41.4% |
| YTD | +45.0% | +18.1% | +26.9% | +43.8% |
| 1Y | +47.7% | +28.7% | +19.1% | +46.0% |
| 3Y | +90.4% | +48.8% | +41.6% | +90.1% |
| 5Y | +154.9% | +2.5% | +152.5% | +149.3% |
| All | +154.9% | +2.5% | +152.5% | +149.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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