+1,907.2%
CVS vs SWK
+1,275.2%
+632.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | +4.0% | -0.4% | +4.4% | +4.0% |
| 30D | -2.4% | -5.7% | +3.3% | -1.0% |
| 3M | +2.7% | +24.1% | -21.4% | -3.4% |
| 6M | +21.9% | +24.7% | -2.8% | +13.9% |
| YTD | +24.7% | +33.9% | -9.2% | +14.0% |
| 1Y | +35.4% | +34.7% | +0.8% | +23.0% |
| 3Y | +65.2% | +15.3% | +49.9% | +50.5% |
| 5Y | +30.5% | -39.3% | +69.8% | +37.2% |
| 10Y | +40.4% | +2.5% | +37.9% | +20.3% |
| All | +1,907.2% | +1,275.2% | +632.0% | +579.6% |
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