+210.7%
JNJ vs SWK
+21.9%
+188.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +1.5% | -2.3% | +3.8% | +1.8% |
| 30D | +6.3% | +30.4% | -24.1% | +2.3% |
| 3M | +8.5% | +12.1% | -3.7% | +6.5% |
| 6M | +28.0% | +49.1% | -21.1% | +20.3% |
| YTD | +37.7% | +60.4% | -22.8% | +27.3% |
| 1Y | +47.9% | +78.3% | -30.4% | +34.5% |
| 3Y | +107.4% | +53.3% | +54.1% | +88.5% |
| 5Y | +97.7% | -27.0% | +124.7% | +105.1% |
| 10Y | +210.7% | +20.8% | +189.8% | +173.9% |
| All | +210.7% | +21.9% | +188.8% | +173.9% |
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