+2,582.5%
ELV vs SWK
+481.2%
+2,101.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.3% |
| 7D | +2.4% | +11.3% | -8.9% | -1.2% |
| 30D | +8.0% | +28.1% | -20.1% | -0.5% |
| 3M | +10.9% | +12.6% | -1.7% | +6.2% |
| 6M | +18.0% | +51.7% | -33.7% | +1.6% |
| YTD | +25.0% | +60.0% | -34.9% | +4.8% |
| 1Y | +38.5% | +72.7% | -34.2% | +13.1% |
| 3Y | +1.0% | +46.3% | -45.3% | -17.5% |
| 5Y | +10.1% | -24.6% | +34.7% | +9.2% |
| 10Y | +315.6% | +32.2% | +283.4% | +210.9% |
| All | +2,582.5% | +481.2% | +2,101.3% | +947.1% |
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