+38.1%
ABBV vs SWK
+79.5%
-41.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | +0.6% |
| 7D | +1.5% | +10.7% | -9.1% | +1.2% |
| 30D | +6.7% | +33.3% | -26.6% | +6.2% |
| 3M | +19.9% | +14.7% | +5.3% | +19.6% |
| 6M | +47.5% | +48.5% | -1.1% | +46.6% |
| YTD | +32.2% | +63.9% | -31.7% | +27.9% |
| All | +38.1% | +79.5% | -41.4% | +30.6% |
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 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