+59.5%
SCHW vs AMGN
+103.1%
-43.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.3% | +0.2% |
| 7D | -1.9% | -13.7% | +11.8% | +1.2% |
| 30D | -1.6% | -8.8% | +7.2% | +0.2% |
| 3M | +21.3% | +7.2% | +14.1% | +19.1% |
| 6M | +16.5% | +1.3% | +15.2% | +15.8% |
| YTD | +8.4% | +17.6% | -9.2% | +3.9% |
| 1Y | +15.6% | +37.2% | -21.5% | +6.5% |
| 3Y | +86.8% | +57.7% | +29.1% | +59.7% |
| All | +59.5% | +103.1% | -43.6% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling