+228.3%
ABT vs SWK
+26.9%
+201.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.3% |
| 7D | +1.0% | +11.3% | -10.3% | -1.6% |
| 30D | +11.6% | +31.5% | -19.9% | +4.6% |
| 3M | +2.3% | +14.4% | -12.1% | -1.0% |
| 6M | +32.7% | +46.4% | -13.7% | +20.7% |
| YTD | -9.6% | +61.6% | -71.2% | -20.4% |
| 1Y | -10.1% | +78.7% | -88.8% | -22.8% |
| 3Y | +25.2% | +54.4% | -29.2% | +6.9% |
| 5Y | -4.5% | -25.3% | +20.8% | -1.9% |
| 10Y | +228.3% | +22.4% | +205.9% | +161.3% |
| All | +228.3% | +26.9% | +201.4% | +161.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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