-63.4%
ADBE vs SWK
-25.5%
-38.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.1% |
| 7D | -3.8% | +11.3% | -15.1% | -6.7% |
| 30D | -2.3% | +31.5% | -33.8% | -9.2% |
| 3M | -13.3% | +14.4% | -27.7% | -16.6% |
| 6M | -6.5% | +46.4% | -52.9% | -16.2% |
| YTD | -32.4% | +61.6% | -94.0% | -41.9% |
| 1Y | -28.0% | +78.7% | -106.8% | -40.2% |
| 3Y | -60.4% | +54.4% | -114.8% | -67.5% |
| 5Y | -63.4% | -25.3% | -38.1% | -62.1% |
| All | -63.4% | -25.5% | -38.0% | -62.1% |
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 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