+495.1%
ABBV vs SWKS
+25.6%
+469.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -5.0% | -2.0% |
| 7D | +0.4% | +12.5% | -12.1% | -1.4% |
| 30D | +4.2% | +10.5% | -6.3% | +2.6% |
| 3M | +14.8% | -7.4% | +22.2% | +15.5% |
| 6M | +10.3% | +32.7% | -22.4% | +4.2% |
| YTD | +14.9% | +19.2% | -4.3% | +10.0% |
| 1Y | +24.1% | +2.4% | +21.8% | +21.4% |
| 3Y | +91.9% | -25.6% | +117.6% | +91.7% |
| 5Y | +176.0% | -53.4% | +229.5% | +197.8% |
| All | +495.1% | +25.6% | +469.5% | +373.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 10y: compounded portfolio wealth divided by compounded SWKS 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…
10y analysis · Full analysis span regression · 6 months rolling