+230.2%
ABT vs SWK
+17.8%
+212.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.4% | -1.3% |
| 7D | -5.6% | -2.0% | -3.6% | -5.2% |
| 30D | +5.2% | +24.6% | -19.4% | -0.1% |
| 3M | -2.7% | +10.8% | -13.5% | -5.2% |
| 6M | +28.8% | +46.1% | -17.2% | +17.3% |
| YTD | -12.3% | +56.8% | -69.1% | -22.1% |
| 1Y | -14.7% | +72.7% | -87.4% | -26.1% |
| 3Y | +21.6% | +49.9% | -28.3% | +4.5% |
| 5Y | -7.8% | -30.9% | +23.1% | -3.0% |
| All | +230.2% | +17.8% | +212.4% | +164.2% |
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