+144.8%
GILD vs SWK
-43.2%
+188.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.2% |
| 7D | -4.2% | -6.7% | +2.5% | -3.2% |
| 30D | +6.7% | -13.5% | +20.1% | +9.0% |
| 3M | +20.0% | +16.2% | +3.8% | +16.9% |
| 6M | -1.3% | +22.7% | -24.0% | -5.0% |
| YTD | +19.4% | +23.8% | -4.4% | +14.5% |
| 1Y | +28.9% | +20.9% | +8.0% | +23.8% |
| 3Y | +110.3% | +10.6% | +99.7% | +99.8% |
| 5Y | +144.8% | -42.5% | +187.3% | +156.4% |
| All | +144.8% | -43.2% | +188.1% | +156.4% |
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 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