+603.7%
ABBV vs SWKS
+37.5%
+566.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | +1.5% | -2.7% | +4.3% | +1.9% |
| 30D | +6.7% | +8.5% | -1.7% | +5.5% |
| 3M | +19.9% | +17.3% | +2.7% | +16.5% |
| 6M | +47.5% | +25.1% | +22.3% | +40.6% |
| YTD | +32.2% | +33.3% | -1.1% | +23.9% |
| 1Y | +37.8% | +22.9% | +14.9% | +30.9% |
| 3Y | +134.8% | +5.5% | +129.2% | +119.6% |
| 5Y | +203.0% | -41.9% | +244.9% | +212.0% |
| 10Y | +603.7% | +32.4% | +571.3% | +470.3% |
| All | +603.7% | +37.5% | +566.2% | +470.3% |
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