+65,270.7%
AMGN vs SWK
+1,547.3%
+63,723.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | -2.2% | -2.3% | +0.1% | -1.6% |
| 30D | +12.1% | +30.4% | -18.3% | +4.8% |
| 3M | +13.6% | +12.1% | +1.5% | +10.2% |
| 6M | +43.9% | +49.1% | -5.1% | +29.6% |
| YTD | +45.9% | +60.4% | -14.5% | +28.3% |
| 1Y | +42.1% | +78.3% | -36.2% | +21.5% |
| 3Y | +91.6% | +53.3% | +38.3% | +64.8% |
| 5Y | +158.5% | -27.0% | +185.5% | +159.8% |
| 10Y | +323.2% | +20.8% | +302.4% | +249.2% |
| All | +65,270.7% | +1,547.3% | +63,723.5% | +22,335.0% |
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 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