+65.7%
AMGN vs SWKS
+14.2%
+51.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.9% | +6.6% | +3.9% |
| 7D | +5.9% | -4.9% | +10.8% | +6.2% |
| 30D | +18.7% | -1.2% | +19.9% | +18.8% |
| 3M | +23.4% | +24.2% | -0.8% | +20.5% |
| 6M | +49.7% | +21.5% | +28.3% | +44.8% |
| YTD | +49.2% | +33.5% | +15.7% | +37.2% |
| 1Y | +65.7% | +18.9% | +46.8% | +56.9% |
| All | +65.7% | +14.2% | +51.6% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 1y: compounded portfolio wealth divided by compounded SWKS 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…
1y analysis · Full analysis span regression · 6 months rolling