+87.0%
SCHW vs AMGN
+62.1%
+24.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +3.0% | +1.1% |
| 7D | -2.8% | -13.9% | +11.1% | -0.5% |
| 30D | -0.1% | -7.1% | +7.1% | +1.1% |
| 3M | +20.6% | +13.9% | +6.7% | +18.0% |
| 6M | +15.9% | +3.2% | +12.7% | +15.2% |
| YTD | +8.5% | +19.2% | -10.8% | +5.3% |
| 1Y | +17.8% | +41.1% | -23.3% | +11.0% |
| All | +87.0% | +62.1% | +24.9% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 3y: compounded portfolio wealth divided by compounded AMGN 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…
3y analysis · Full analysis span regression · 6 months rolling