+15.9%
ELV vs SWK
-38.7%
+54.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.6% | -1.9% |
| 7D | +3.3% | -0.4% | +3.8% | +3.4% |
| 30D | +4.2% | -5.7% | +9.9% | +4.8% |
| 3M | -0.1% | +24.1% | -24.1% | -2.9% |
| 6M | +41.3% | +24.7% | +16.5% | +36.9% |
| YTD | +17.4% | +33.9% | -16.5% | +12.7% |
| 1Y | +35.1% | +34.7% | +0.4% | +29.3% |
| 3Y | -3.2% | +15.3% | -18.5% | -6.8% |
| All | +15.9% | -38.7% | +54.6% | +31.2% |
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