+345.7%
AMGN vs SWKS
+33.1%
+312.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.2% |
| 7D | -1.2% | -6.2% | +5.0% | -0.1% |
| 30D | +11.5% | -1.5% | +12.9% | +11.6% |
| 3M | +14.4% | +23.0% | -8.6% | +8.9% |
| 6M | +40.9% | +27.6% | +13.3% | +31.7% |
| YTD | +43.5% | +32.3% | +11.2% | +32.2% |
| 1Y | +49.9% | +20.1% | +29.8% | +40.7% |
| 3Y | +84.6% | +0.6% | +84.0% | +73.3% |
| 5Y | +151.6% | -42.3% | +194.0% | +161.1% |
| All | +345.7% | +33.1% | +312.6% | +255.3% |
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