+160.1%
AMGN vs SWKS
-37.3%
+197.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +1.1% | +9.4% | -8.3% | 0.0% |
| 30D | +9.3% | +17.0% | -7.7% | +7.2% |
| 3M | +12.1% | +28.9% | -16.8% | +7.9% |
| 6M | +40.3% | +33.1% | +7.1% | +33.5% |
| YTD | +45.2% | +44.8% | +0.4% | +35.5% |
| 1Y | +42.4% | +36.2% | +6.2% | +34.1% |
| 3Y | +91.0% | +11.5% | +79.5% | +80.4% |
| All | +160.1% | -37.3% | +197.4% | +161.2% |
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