+51,567.6%
SCHW vs AMGN
+55,003.7%
-3,436.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.3% | +0.4% |
| 7D | -1.9% | -13.7% | +11.8% | +3.6% |
| 30D | -1.6% | -8.8% | +7.2% | +1.6% |
| 3M | +21.3% | +7.2% | +14.1% | +17.5% |
| 6M | +16.5% | +1.3% | +15.2% | +14.9% |
| YTD | +8.4% | +17.6% | -9.2% | +0.6% |
| 1Y | +15.6% | +37.2% | -21.5% | +0.5% |
| 3Y | +86.8% | +57.7% | +29.1% | +49.8% |
| 5Y | +60.5% | +106.3% | -45.8% | +14.5% |
| 10Y | +297.7% | +205.3% | +92.4% | +137.1% |
| All | +51,567.6% | +55,003.7% | -3,436.1% | +9,219.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling