-4.2%
ABT vs SWK
-25.5%
+21.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.9% | -3.2% |
| 7D | +3.5% | +11.0% | -7.5% | +1.7% |
| 30D | +12.0% | +30.1% | -18.0% | +7.4% |
| 3M | +2.5% | +14.7% | -12.2% | +0.1% |
| 6M | +29.1% | +44.5% | -15.4% | +21.4% |
| YTD | -10.1% | +59.4% | -69.5% | -17.2% |
| 1Y | -9.8% | +77.5% | -87.4% | -18.5% |
| 3Y | +23.3% | +49.5% | -26.2% | +11.6% |
| All | -4.2% | -25.5% | +21.2% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling