+120.2%
ADBE vs SWK
+29.6%
+90.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.8% |
| 7D | -4.4% | +11.0% | -15.4% | -7.7% |
| 30D | +2.8% | +30.1% | -27.2% | -5.5% |
| 3M | -8.0% | +14.7% | -22.7% | -12.3% |
| 6M | -4.3% | +44.5% | -48.8% | -15.9% |
| YTD | -31.6% | +59.4% | -91.0% | -42.7% |
| 1Y | -26.9% | +77.5% | -104.4% | -41.1% |
| 3Y | -57.7% | +49.5% | -107.1% | -65.7% |
| 5Y | -63.9% | -24.9% | -39.0% | -63.3% |
| All | +120.2% | +29.6% | +90.7% | +81.1% |
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