+64,196.8%
AMGN vs SWKS
+9,235.4%
+54,961.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | -1.2% | -6.2% | +5.0% | -0.6% |
| 30D | +11.5% | -1.5% | +12.9% | +11.6% |
| 3M | +14.4% | +23.0% | -8.6% | +11.4% |
| 6M | +40.9% | +27.6% | +13.3% | +36.0% |
| YTD | +43.5% | +32.3% | +11.2% | +37.6% |
| 1Y | +49.9% | +20.1% | +29.8% | +45.1% |
| 3Y | +84.6% | +0.6% | +84.0% | +79.2% |
| 5Y | +151.6% | -42.3% | +194.0% | +155.2% |
| 10Y | +358.2% | +35.9% | +322.3% | +317.0% |
| All | +64,196.8% | +9,235.4% | +54,961.5% | +34,863.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling