+313.6%
AMGN vs SWKS
+31.8%
+281.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.9% | -3.1% | +4.0% | +1.4% |
| 30D | +12.1% | +8.3% | +3.8% | +10.4% |
| 3M | +12.2% | +20.2% | -8.1% | +7.3% |
| 6M | +42.1% | +24.9% | +17.2% | +33.5% |
| YTD | +45.0% | +33.2% | +11.9% | +33.4% |
| 1Y | +47.7% | +23.6% | +24.2% | +37.9% |
| 3Y | +90.4% | +1.3% | +89.2% | +78.5% |
| 5Y | +154.9% | -40.6% | +195.5% | +162.7% |
| 10Y | +313.6% | +35.3% | +278.3% | +226.6% |
| All | +313.6% | +31.8% | +281.7% | +226.6% |
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