+602.6%
ABBV vs SWKS
+43.2%
+559.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.0% | -5.6% | -0.5% |
| 7D | +0.1% | +5.7% | -5.6% | -0.7% |
| 30D | +5.6% | +17.3% | -11.7% | +3.2% |
| 3M | +18.7% | +28.3% | -9.6% | +13.8% |
| 6M | +47.4% | +26.1% | +21.3% | +40.5% |
| YTD | +33.0% | +41.1% | -8.1% | +23.6% |
| 1Y | +34.9% | +31.4% | +3.5% | +26.8% |
| 3Y | +135.2% | +7.3% | +127.9% | +119.9% |
| 5Y | +202.1% | -37.7% | +239.8% | +207.6% |
| 10Y | +602.6% | +46.0% | +556.5% | +460.2% |
| All | +602.6% | +43.2% | +559.4% | +460.2% |
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