+245.3%
AMGN vs SWKS
+25.6%
+219.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.1% | -2.2% |
| 7D | +1.1% | +12.5% | -11.4% | -1.3% |
| 30D | +7.8% | +10.5% | -2.7% | +5.6% |
| 3M | +27.3% | -7.4% | +34.6% | +28.4% |
| 6M | +16.8% | +32.7% | -15.8% | +8.6% |
| YTD | +36.3% | +19.2% | +17.2% | +29.1% |
| 1Y | +60.4% | +2.4% | +58.0% | +56.2% |
| 3Y | +86.3% | -25.6% | +112.0% | +87.5% |
| 5Y | +125.7% | -53.4% | +179.1% | +147.8% |
| All | +245.3% | +25.6% | +219.7% | +166.2% |
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