+182.6%
ABBV vs SWK
-38.7%
+221.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.5% |
| 7D | +0.4% | -0.4% | +0.8% | +0.4% |
| 30D | +4.2% | -5.7% | +9.9% | +4.8% |
| 3M | +14.8% | +24.1% | -9.2% | +11.9% |
| 6M | +10.3% | +24.7% | -14.4% | +7.1% |
| YTD | +14.9% | +33.9% | -19.0% | +10.4% |
| 1Y | +24.1% | +34.7% | -10.5% | +18.9% |
| 3Y | +91.9% | +15.3% | +76.7% | +83.7% |
| All | +182.6% | -38.7% | +221.3% | +188.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling