-59.7%
ADBE vs SWK
-38.7%
-21.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.9% | -7.6% | -7.0% |
| 7D | -8.6% | -0.4% | -8.1% | -8.5% |
| 30D | +2.8% | -5.7% | +8.5% | +4.3% |
| 3M | +3.1% | +24.1% | -20.9% | -3.2% |
| 6M | -2.4% | +24.7% | -27.1% | -9.3% |
| YTD | -23.9% | +33.9% | -57.8% | -31.1% |
| 1Y | -22.6% | +34.7% | -57.3% | -30.4% |
| 3Y | -52.7% | +15.3% | -68.0% | -57.4% |
| All | -59.7% | -38.7% | -21.0% | -56.6% |
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