+154.5%
AMGN vs SWKS
-42.6%
+197.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | -1.2% | -6.2% | +5.0% | -0.5% |
| 30D | +11.5% | -1.5% | +12.9% | +11.6% |
| 3M | +14.4% | +23.0% | -8.6% | +10.6% |
| 6M | +40.9% | +27.6% | +13.3% | +34.5% |
| YTD | +43.5% | +32.3% | +11.2% | +35.5% |
| 1Y | +49.9% | +20.1% | +29.8% | +43.4% |
| 3Y | +84.6% | +0.6% | +84.0% | +76.5% |
| All | +154.5% | -42.6% | +197.1% | +159.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling