+1,515.0%
AMGN vs SW
+743.1%
+772.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.1% | -0.3% | +3.6% |
| 7D | +5.9% | +12.1% | -6.2% | +5.5% |
| 30D | +18.7% | +6.6% | +12.2% | +18.5% |
| 3M | +23.4% | -6.0% | +29.4% | +23.6% |
| 6M | +49.7% | +21.5% | +28.3% | +48.8% |
| YTD | +49.2% | +20.3% | +28.8% | +48.2% |
| 1Y | +65.7% | +28.1% | +37.6% | +64.4% |
| 3Y | +94.0% | +51.6% | +42.4% | +91.7% |
| 5Y | +160.1% | -0.1% | +160.2% | +157.7% |
| 10Y | +376.2% | +189.7% | +186.4% | +365.2% |
| All | +1,515.0% | +743.1% | +772.0% | +1,601.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling