+1,599.5%
CVS vs SWK
+1,542.3%
+57.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.3% | +2.4% |
| 7D | -10.0% | +11.3% | -21.2% | -13.0% |
| 30D | -5.2% | +28.1% | -33.3% | -11.7% |
| 3M | -17.4% | +12.6% | -30.0% | -20.6% |
| 6M | +2.1% | +51.7% | -49.6% | -9.6% |
| YTD | +5.6% | +60.0% | -54.3% | -8.5% |
| 1Y | +6.7% | +72.7% | -66.0% | -9.6% |
| 3Y | +29.6% | +46.3% | -16.7% | +10.3% |
| 5Y | +2.5% | -24.6% | +27.1% | +1.0% |
| 10Y | +34.8% | +32.2% | +2.6% | +7.3% |
| All | +1,599.5% | +1,542.3% | +57.2% | +445.3% |
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 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