+130.8%
AMGN vs SWK
-38.7%
+169.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.4% | -1.7% |
| 7D | +1.1% | -0.4% | +1.6% | +1.2% |
| 30D | +7.8% | -5.7% | +13.6% | +8.9% |
| 3M | +27.3% | +24.1% | +3.2% | +22.2% |
| 6M | +16.8% | +24.7% | -7.9% | +11.8% |
| YTD | +36.3% | +33.9% | +2.4% | +28.6% |
| 1Y | +60.4% | +34.7% | +25.7% | +50.8% |
| 3Y | +86.3% | +15.3% | +71.1% | +75.8% |
| All | +130.8% | -38.7% | +169.5% | +142.2% |
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 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