+604.1%
ABBV vs SWKS
+49.3%
+554.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +1.3% | +9.4% | -8.2% | 0.0% |
| 30D | +4.7% | +17.0% | -12.3% | +2.4% |
| 3M | +18.3% | +28.9% | -10.6% | +13.4% |
| 6M | +43.4% | +33.1% | +10.2% | +35.6% |
| YTD | +33.0% | +44.8% | -11.8% | +23.2% |
| 1Y | +30.8% | +36.2% | -5.4% | +22.3% |
| 3Y | +135.1% | +11.5% | +123.6% | +118.5% |
| 5Y | +201.2% | -37.1% | +238.3% | +206.8% |
| All | +604.1% | +49.3% | +554.8% | +458.9% |
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