+52.4%
JNJ vs SWK
+77.0%
-24.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.4% |
| 7D | +5.5% | +11.3% | -5.8% | +5.0% |
| 30D | +7.4% | +31.5% | -24.1% | +7.0% |
| 3M | +7.8% | +14.4% | -6.7% | +7.4% |
| 6M | +28.2% | +46.4% | -18.2% | +27.5% |
| YTD | +37.9% | +61.6% | -23.7% | +34.9% |
| 1Y | +52.4% | +78.7% | -26.4% | +48.6% |
| All | +52.4% | +77.0% | -24.6% | +48.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling