+45.4%
GILD vs SWK
+87.6%
-42.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +13.1% | -8.9% | +2.5% |
| 7D | +9.6% | +17.9% | -8.3% | +7.4% |
| 30D | +20.6% | +31.9% | -11.3% | +17.0% |
| 3M | +29.7% | +16.6% | +13.2% | +27.2% |
| 6M | +33.1% | +61.1% | -28.0% | +26.5% |
| YTD | +44.7% | +64.2% | -19.5% | +36.1% |
| 1Y | +45.4% | +85.2% | -39.9% | +36.3% |
| All | +45.4% | +87.6% | -42.3% | +36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling