+2,236.9%
CMCSA vs SWK
+1,275.2%
+961.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.9% |
| 7D | -2.1% | -0.4% | -1.7% | -1.9% |
| 30D | +7.0% | -5.7% | +12.8% | +9.3% |
| 3M | +15.1% | +24.1% | -9.0% | +5.6% |
| 6M | -15.4% | +24.7% | -40.1% | -23.1% |
| YTD | -1.9% | +33.9% | -35.8% | -13.7% |
| 1Y | -12.7% | +34.7% | -47.4% | -23.9% |
| 3Y | -31.0% | +15.3% | -46.3% | -39.3% |
| 5Y | -46.1% | -39.3% | -6.8% | -41.3% |
| 10Y | +10.8% | +2.5% | +8.4% | -8.4% |
| All | +2,236.9% | +1,275.2% | +961.7% | +454.4% |
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