+1,375.8%
AMGN vs SW
+755.0%
+620.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.8% | -1.6% |
| 7D | +1.1% | -5.1% | +6.2% | +1.3% |
| 30D | +7.8% | -4.6% | +12.4% | +8.0% |
| 3M | +27.3% | +9.4% | +17.9% | +26.9% |
| 6M | +16.8% | +3.5% | +13.3% | +16.6% |
| YTD | +36.3% | +22.0% | +14.3% | +35.4% |
| 1Y | +60.4% | +2.2% | +58.2% | +59.9% |
| 3Y | +86.3% | +19.6% | +66.7% | +84.8% |
| 5Y | +125.7% | -2.3% | +128.0% | +123.7% |
| 10Y | +247.0% | +181.4% | +65.7% | +238.9% |
| All | +1,375.8% | +755.0% | +620.8% | +1,453.8% |
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