+47.7%
AMGN vs SWKS
+21.0%
+26.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.3% | +1.0% |
| 7D | 0.0% | -2.7% | +2.7% | +0.1% |
| 30D | +12.1% | +8.5% | +3.7% | +11.7% |
| 3M | +13.9% | +17.3% | -3.4% | +12.1% |
| 6M | +42.1% | +25.1% | +17.0% | +37.6% |
| YTD | +45.0% | +33.3% | +11.7% | +33.5% |
| All | +47.7% | +21.0% | +26.8% | +36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling