+323.2%
AMGN vs SWKS
+43.2%
+280.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.0% | -5.3% | -0.5% |
| 7D | -2.2% | +5.7% | -7.9% | -3.2% |
| 30D | +12.1% | +17.3% | -5.2% | +8.8% |
| 3M | +13.6% | +28.3% | -14.6% | +7.4% |
| 6M | +43.9% | +26.1% | +17.9% | +35.1% |
| YTD | +45.9% | +41.1% | +4.9% | +32.8% |
| 1Y | +42.1% | +31.4% | +10.7% | +31.1% |
| 3Y | +91.6% | +7.3% | +84.3% | +77.7% |
| 5Y | +158.5% | -37.7% | +196.2% | +164.3% |
| 10Y | +323.2% | +46.0% | +277.2% | +232.3% |
| All | +323.2% | +43.2% | +280.0% | +232.3% |
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