+8,714.1%
JNJ vs SWK
+1,536.3%
+7,177.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +1.1% | +11.0% | -9.9% | -0.9% |
| 30D | +6.9% | +30.1% | -23.2% | +1.9% |
| 3M | +8.0% | +14.7% | -6.6% | +5.2% |
| 6M | +24.3% | +44.5% | -20.2% | +15.6% |
| YTD | +35.6% | +59.4% | -23.8% | +23.2% |
| 1Y | +51.1% | +77.5% | -26.5% | +34.4% |
| 3Y | +98.3% | +49.5% | +48.8% | +76.9% |
| 5Y | +94.3% | -24.9% | +119.2% | +93.1% |
| 10Y | +214.9% | +31.8% | +183.2% | +165.6% |
| All | +8,714.1% | +1,536.3% | +7,177.7% | +3,603.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling