+38.4%
ABBV vs SWKS
+20.8%
+17.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +2.8% | -3.1% | +5.9% | +2.7% |
| 30D | +7.0% | +8.3% | -1.4% | +7.0% |
| 3M | +19.2% | +20.2% | -1.0% | +19.4% |
| 6M | +47.8% | +24.9% | +22.8% | +47.4% |
| YTD | +32.5% | +33.2% | -0.7% | +29.9% |
| 1Y | +38.4% | +23.6% | +14.8% | +37.0% |
| All | +38.4% | +20.8% | +17.6% | +37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling