+26.8%
AZN vs SWK
+15.2%
+11.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.1% | -1.4% |
| 7D | 0.0% | -0.4% | +0.4% | 0.0% |
| 30D | +0.7% | -5.7% | +6.5% | +1.5% |
| 3M | -10.5% | +24.1% | -34.6% | -13.4% |
| 6M | -19.3% | +24.7% | -44.0% | -22.1% |
| YTD | -10.6% | +33.9% | -44.5% | -14.7% |
| 1Y | +0.5% | +34.7% | -34.2% | -4.4% |
| All | +26.8% | +15.2% | +11.6% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 3y: compounded portfolio wealth divided by compounded SWK 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…
3y analysis · Full analysis span regression · 6 months rolling