+313.6%
AMGN vs SWK
+26.9%
+286.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.3% |
| 7D | +0.9% | +11.3% | -10.4% | -1.6% |
| 30D | +12.1% | +31.5% | -19.3% | +5.5% |
| 3M | +12.2% | +14.4% | -2.3% | +8.7% |
| 6M | +42.1% | +46.4% | -4.3% | +30.2% |
| YTD | +45.0% | +61.6% | -16.5% | +29.4% |
| 1Y | +47.7% | +78.7% | -31.0% | +28.7% |
| 3Y | +90.4% | +54.4% | +36.0% | +66.7% |
| 5Y | +154.9% | -25.3% | +180.2% | +159.4% |
| 10Y | +313.6% | +22.4% | +291.2% | +246.6% |
| All | +313.6% | +26.9% | +286.7% | +246.6% |
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