+221.6%
JNJ vs SWK
+18.1%
+203.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +3.5% | -1.4% | +4.8% | +3.6% |
| 30D | +12.5% | +25.5% | -12.9% | +8.9% |
| 3M | +9.6% | +11.8% | -2.2% | +7.7% |
| 6M | +25.3% | +48.7% | -23.4% | +17.9% |
| YTD | +40.3% | +57.2% | -16.9% | +30.1% |
| 1Y | +49.6% | +75.3% | -25.6% | +36.4% |
| 3Y | +110.8% | +51.9% | +58.8% | +91.7% |
| 5Y | +99.1% | -30.7% | +129.9% | +108.7% |
| All | +221.6% | +18.1% | +203.5% | +184.6% |
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