+413.1%
CAH vs SWK
-38.7%
+451.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | +5.4% | -0.4% | +5.8% | +5.4% |
| 30D | +3.3% | -5.7% | +9.0% | +3.8% |
| 3M | +22.8% | +24.1% | -1.3% | +20.4% |
| 6M | +11.3% | +24.7% | -13.4% | +8.8% |
| YTD | +21.1% | +33.9% | -12.8% | +17.6% |
| 1Y | +67.2% | +34.7% | +32.6% | +62.0% |
| 3Y | +195.6% | +15.3% | +180.4% | +186.6% |
| All | +413.1% | -38.7% | +451.8% | +473.3% |
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