+33,663.9%
GILD vs SWK
+992.9%
+32,670.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | -0.1% | -2.2% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | +10.1% | -8.9% | +19.0% | +12.7% |
| 3M | +15.2% | +20.5% | -5.3% | +9.4% |
| 6M | +3.1% | +27.1% | -24.0% | -3.9% |
| YTD | +20.9% | +30.2% | -9.2% | +11.5% |
| 1Y | +29.8% | +24.8% | +5.1% | +20.5% |
| 3Y | +113.0% | +16.3% | +96.7% | +94.1% |
| 5Y | +144.9% | -40.1% | +185.0% | +158.1% |
| 10Y | +164.5% | +0.8% | +163.8% | +121.7% |
| All | +33,663.9% | +992.9% | +32,670.9% | +13,663.1% |
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