+328.1%
AMGN vs SWK
+32.9%
+295.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | +0.4% |
| 7D | 0.0% | +10.7% | -10.7% | -2.4% |
| 30D | +12.1% | +33.3% | -21.2% | +5.2% |
| 3M | +13.9% | +14.7% | -0.8% | +10.3% |
| 6M | +42.1% | +48.5% | -6.4% | +29.8% |
| YTD | +45.0% | +63.9% | -18.8% | +28.9% |
| 1Y | +49.3% | +80.4% | -31.1% | +29.8% |
| 3Y | +92.8% | +58.1% | +34.6% | +67.8% |
| 5Y | +156.7% | -24.5% | +181.2% | +160.8% |
| 10Y | +328.1% | +29.5% | +298.7% | +249.4% |
| All | +328.1% | +32.9% | +295.3% | +249.4% |
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