+107.5%
GILD vs SWKS
-8.3%
+115.7%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +9.8% | -10.4% | -1.4% |
| 7D | -4.2% | +17.5% | -21.8% | -5.7% |
| 30D | +6.7% | +23.0% | -16.3% | +4.6% |
| 3M | +20.0% | +19.5% | +0.4% | +17.7% |
| 6M | -1.3% | +54.3% | -55.6% | -6.4% |
| YTD | +19.4% | +35.3% | -15.8% | +14.8% |
| 1Y | +28.9% | +17.9% | +11.0% | +25.4% |
| All | +107.5% | -8.3% | +115.7% | +91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 3y: compounded portfolio wealth divided by compounded SWKS 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…
3y analysis · Full analysis span regression · 6 months rolling