+1,320.5%
ABBV vs SWK
+119.0%
+1,201.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -1.7% |
| 7D | -0.9% | +11.3% | -12.1% | -3.2% |
| 30D | +8.7% | +28.1% | -19.3% | +3.0% |
| 3M | +17.8% | +12.6% | +5.2% | +14.5% |
| 6M | +41.7% | +51.7% | -10.0% | +28.4% |
| YTD | +29.9% | +60.0% | -30.0% | +15.4% |
| 1Y | +37.0% | +72.7% | -35.7% | +19.3% |
| 3Y | +125.2% | +46.3% | +78.9% | +97.3% |
| 5Y | +193.8% | -24.6% | +218.4% | +199.7% |
| 10Y | +673.0% | +32.2% | +640.8% | +507.3% |
| All | +1,320.5% | +119.0% | +1,201.5% | +850.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling