+142.4%
GILD vs SWKS
-43.0%
+185.5%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.1% | -5.9% | -1.3% |
| 7D | -4.8% | +19.4% | -24.2% | -6.8% |
| 30D | +5.8% | +26.8% | -21.0% | +2.9% |
| 3M | +14.9% | +21.5% | -6.5% | +12.0% |
| 6M | -0.4% | +61.0% | -61.4% | -6.8% |
| YTD | +18.5% | +42.2% | -23.7% | +12.4% |
| 1Y | +25.1% | +22.1% | +3.0% | +20.6% |
| 3Y | +105.9% | -0.9% | +106.8% | +97.6% |
| All | +142.4% | -43.0% | +185.5% | +141.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling