+158.5%
AMGN vs SWK
-26.0%
+184.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -2.2% | -2.3% | +0.1% | -1.7% |
| 30D | +12.1% | +30.4% | -18.3% | +6.8% |
| 3M | +13.6% | +12.1% | +1.5% | +11.1% |
| 6M | +43.9% | +49.1% | -5.1% | +33.6% |
| YTD | +45.9% | +60.4% | -14.5% | +33.2% |
| 1Y | +42.1% | +78.3% | -36.2% | +27.3% |
| 3Y | +91.6% | +53.3% | +38.3% | +72.5% |
| 5Y | +158.5% | -27.0% | +185.5% | +166.1% |
| All | +158.5% | -26.0% | +184.5% | +166.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling