+220.1%
AZN vs SWKS
+34.8%
+185.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.5% | -2.1% |
| 7D | -2.9% | +6.8% | -9.7% | -3.8% |
| 30D | -3.1% | +11.3% | -14.3% | -4.5% |
| 3M | -14.4% | +4.1% | -18.5% | -15.3% |
| 6M | -19.5% | +39.7% | -59.2% | -24.3% |
| YTD | -13.8% | +23.2% | -37.0% | -17.5% |
| 1Y | -2.4% | +5.3% | -7.7% | -4.7% |
| 3Y | +21.3% | -15.1% | +36.4% | +18.9% |
| 5Y | +53.6% | -50.3% | +104.0% | +61.1% |
| 10Y | +220.1% | +42.3% | +177.8% | +165.9% |
| All | +220.1% | +34.8% | +185.4% | +165.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling