+31,416.6%
AVGO vs SWK
+262.8%
+31,153.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | -3.0% | -0.4% | -2.5% | -2.8% |
| 30D | -14.4% | -5.7% | -8.7% | -12.1% |
| 3M | -14.4% | +24.1% | -38.5% | -23.5% |
| 6M | +13.1% | +24.7% | -11.6% | -0.1% |
| YTD | +3.8% | +33.9% | -30.2% | -12.3% |
| 1Y | +17.8% | +34.7% | -16.9% | -1.5% |
| 3Y | +325.3% | +15.3% | +310.0% | +261.3% |
| 5Y | +689.9% | -39.3% | +729.2% | +801.1% |
| 10Y | +2,597.0% | +2.5% | +2,594.5% | +2,000.9% |
| All | +31,416.6% | +262.8% | +31,153.8% | +12,363.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling