+64,177.3%
AMGN vs SWK
+1,542.3%
+62,635.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.6% | -1.2% | -3.2% |
| 7D | -0.1% | +11.3% | -11.4% | -2.8% |
| 30D | +14.3% | +28.1% | -13.8% | +7.3% |
| 3M | +13.5% | +12.6% | +0.9% | +10.0% |
| 6M | +41.5% | +51.7% | -10.2% | +26.9% |
| YTD | +43.5% | +60.0% | -16.5% | +26.2% |
| 1Y | +47.9% | +72.7% | -24.8% | +27.4% |
| 3Y | +86.6% | +46.3% | +40.3% | +62.4% |
| 5Y | +151.6% | -24.6% | +176.2% | +150.6% |
| 10Y | +358.1% | +32.2% | +325.8% | +269.2% |
| All | +64,177.3% | +1,542.3% | +62,635.0% | +21,978.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling