+4,753.5%
AZN vs SWK
+935.0%
+3,818.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.1% | -1.4% |
| 7D | 0.0% | -0.4% | +0.4% | +0.1% |
| 30D | +0.7% | -5.7% | +6.5% | +1.9% |
| 3M | -10.5% | +24.1% | -34.6% | -14.8% |
| 6M | -19.3% | +24.7% | -44.0% | -23.6% |
| YTD | -10.6% | +33.9% | -44.5% | -16.8% |
| 1Y | +0.5% | +34.7% | -34.2% | -6.9% |
| 3Y | +25.9% | +15.3% | +10.6% | +17.1% |
| 5Y | +52.4% | -39.3% | +91.7% | +58.3% |
| 10Y | +220.8% | +2.5% | +218.4% | +175.8% |
| All | +4,753.5% | +935.0% | +3,818.5% | +2,409.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling