+328.1%
AMGN vs SWKS
+37.5%
+290.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.3% | +0.9% |
| 7D | 0.0% | -2.7% | +2.7% | +0.4% |
| 30D | +12.1% | +8.5% | +3.7% | +10.4% |
| 3M | +13.9% | +17.3% | -3.4% | +9.4% |
| 6M | +42.1% | +25.1% | +17.0% | +33.5% |
| YTD | +45.0% | +33.3% | +11.7% | +33.4% |
| 1Y | +49.3% | +22.9% | +26.4% | +39.6% |
| 3Y | +92.8% | +5.5% | +87.2% | +79.2% |
| 5Y | +156.7% | -41.9% | +198.6% | +166.1% |
| 10Y | +328.1% | +32.4% | +295.7% | +241.0% |
| All | +328.1% | +37.5% | +290.6% | +241.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling