+325.7%
AMGN vs SWK
+18.1%
+307.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +1.1% | -1.4% | +2.5% | +1.4% |
| 30D | +9.3% | +25.5% | -16.2% | +3.9% |
| 3M | +12.1% | +11.8% | +0.3% | +9.2% |
| 6M | +40.3% | +48.7% | -8.4% | +28.1% |
| YTD | +45.2% | +57.2% | -12.0% | +30.3% |
| 1Y | +42.4% | +75.3% | -32.8% | +24.7% |
| 3Y | +91.0% | +51.9% | +39.1% | +67.8% |
| 5Y | +157.4% | -30.7% | +188.1% | +166.9% |
| All | +325.7% | +18.1% | +307.6% | +257.0% |
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