+202.0%
JNJ vs SWK
+3.3%
+198.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.3% |
| 7D | +2.7% | -0.4% | +3.1% | +2.7% |
| 30D | +7.4% | -5.7% | +13.1% | +8.2% |
| 3M | +21.2% | +24.1% | -2.9% | +17.1% |
| 6M | +13.4% | +24.7% | -11.3% | +9.2% |
| YTD | +35.1% | +33.9% | +1.2% | +28.3% |
| 1Y | +57.4% | +34.7% | +22.8% | +48.9% |
| 3Y | +86.8% | +15.3% | +71.5% | +77.3% |
| 5Y | +80.8% | -39.3% | +120.1% | +92.6% |
| All | +202.0% | +3.3% | +198.7% | +169.7% |
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