+219.1%
JNJ vs SWK
+17.8%
+201.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.4% | +1.4% |
| 7D | +4.1% | -2.0% | +6.1% | +4.4% |
| 30D | +14.0% | +24.6% | -10.6% | +10.5% |
| 3M | +9.2% | +10.8% | -1.6% | +7.5% |
| 6M | +27.8% | +46.1% | -18.3% | +20.5% |
| YTD | +39.2% | +56.8% | -17.6% | +29.1% |
| 1Y | +49.1% | +72.7% | -23.6% | +36.2% |
| 3Y | +109.7% | +49.9% | +59.8% | +91.2% |
| 5Y | +97.6% | -30.9% | +128.5% | +107.2% |
| All | +219.1% | +17.8% | +201.3% | +182.5% |
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