+30.8%
ABBV vs SWK
+74.4%
-43.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +1.3% | -1.4% | +2.7% | +1.3% |
| 30D | +4.7% | +25.5% | -20.7% | +4.4% |
| 3M | +18.3% | +11.8% | +6.6% | +18.2% |
| 6M | +43.4% | +48.7% | -5.3% | +42.6% |
| YTD | +33.0% | +57.2% | -24.2% | +28.6% |
| 1Y | +30.8% | +75.3% | -44.5% | +23.3% |
| All | +30.8% | +74.4% | -43.6% | +23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling