+326.9%
AMGN vs SWK
+17.8%
+309.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.3% |
| 7D | +1.5% | -2.0% | +3.4% | +1.9% |
| 30D | +13.1% | +24.6% | -11.5% | +7.7% |
| 3M | +12.9% | +10.8% | +2.1% | +10.2% |
| 6M | +40.8% | +46.1% | -5.3% | +29.0% |
| YTD | +45.6% | +56.8% | -11.2% | +30.7% |
| 1Y | +42.7% | +72.7% | -30.0% | +25.3% |
| 3Y | +91.2% | +49.9% | +41.3% | +68.5% |
| 5Y | +158.1% | -30.9% | +189.0% | +167.8% |
| All | +326.9% | +17.8% | +309.1% | +258.2% |
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