+643.2%
ABBV vs SWK
+29.6%
+613.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.1% |
| 7D | -1.2% | +11.0% | -12.2% | -3.3% |
| 30D | +8.0% | +30.1% | -22.0% | +2.5% |
| 3M | +20.2% | +14.7% | +5.5% | +16.7% |
| 6M | +44.0% | +44.5% | -0.5% | +33.0% |
| YTD | +31.3% | +59.4% | -28.1% | +17.9% |
| 1Y | +37.0% | +77.5% | -40.6% | +20.0% |
| 3Y | +128.0% | +49.5% | +78.5% | +101.0% |
| 5Y | +196.9% | -24.9% | +221.8% | +204.5% |
| All | +643.2% | +29.6% | +613.6% | +506.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling