+200.6%
ABBV vs SWK
-25.5%
+226.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.4% |
| 7D | +2.8% | +11.3% | -8.5% | +1.5% |
| 30D | +7.0% | +31.5% | -24.5% | +3.8% |
| 3M | +19.2% | +14.4% | +4.8% | +17.4% |
| 6M | +47.8% | +46.4% | +1.3% | +41.4% |
| YTD | +32.5% | +61.6% | -29.1% | +24.7% |
| 1Y | +38.4% | +78.7% | -40.3% | +28.5% |
| 3Y | +134.3% | +54.4% | +79.9% | +117.5% |
| 5Y | +200.6% | -25.3% | +225.9% | +204.6% |
| All | +200.6% | -25.5% | +226.1% | +204.6% |
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 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