+345.7%
AMGN vs SWK
+29.6%
+316.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -1.2% | +11.0% | -12.2% | -3.6% |
| 30D | +11.5% | +30.1% | -18.6% | +5.1% |
| 3M | +14.4% | +14.7% | -0.3% | +10.8% |
| 6M | +40.9% | +44.5% | -3.6% | +29.4% |
| YTD | +43.5% | +59.4% | -15.8% | +28.4% |
| 1Y | +49.9% | +77.5% | -27.6% | +30.8% |
| 3Y | +84.6% | +49.5% | +35.2% | +62.7% |
| 5Y | +151.6% | -24.9% | +176.5% | +155.7% |
| All | +345.7% | +29.6% | +316.1% | +253.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling