+130.8%
AMGN vs SWKS
-53.5%
+184.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.1% | -2.0% |
| 7D | +1.1% | +12.5% | -11.4% | -0.6% |
| 30D | +7.8% | +10.5% | -2.7% | +6.3% |
| 3M | +27.3% | -7.4% | +34.6% | +28.1% |
| 6M | +16.8% | +32.7% | -15.8% | +10.9% |
| YTD | +36.3% | +19.2% | +17.2% | +31.1% |
| 1Y | +60.4% | +2.4% | +58.0% | +57.3% |
| 3Y | +86.3% | -25.6% | +112.0% | +84.9% |
| All | +130.8% | -53.5% | +184.3% | +142.4% |
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