+160.1%
AMGN vs SWK
-30.7%
+190.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.8% |
| 3M | +12.1% | +11.8% | +0.3% | +9.7% |
| 6M | +40.3% | +48.7% | -8.4% | +30.3% |
| YTD | +45.2% | +57.2% | -12.0% | +33.0% |
| 1Y | +42.4% | +75.3% | -32.8% | +28.0% |
| 3Y | +91.0% | +51.9% | +39.1% | +72.4% |
| All | +160.1% | -30.7% | +190.8% | +171.9% |
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