+159.7%
GILD vs SWK
-1.4%
+161.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -4.8% | -7.5% | +2.7% | -3.6% |
| 30D | +5.8% | -12.5% | +18.3% | +8.1% |
| 3M | +14.9% | +8.3% | +6.6% | +13.1% |
| 6M | -0.4% | +23.4% | -23.7% | -4.4% |
| YTD | +18.5% | +23.8% | -5.3% | +13.3% |
| 1Y | +25.1% | +17.0% | +8.1% | +20.5% |
| 3Y | +105.9% | +10.7% | +95.2% | +95.5% |
| 5Y | +143.0% | -42.5% | +185.4% | +153.7% |
| All | +159.7% | -1.4% | +161.2% | +132.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling