+8,682.5%
JNJ vs SWK
+1,275.2%
+7,407.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.4% |
| 3M | +21.2% | +24.1% | -2.9% | +16.1% |
| 6M | +13.4% | +24.7% | -11.3% | +8.1% |
| YTD | +35.1% | +33.9% | +1.2% | +26.8% |
| 1Y | +57.4% | +34.7% | +22.8% | +47.0% |
| 3Y | +86.8% | +15.3% | +71.5% | +74.7% |
| 5Y | +80.8% | -39.3% | +120.1% | +87.0% |
| 10Y | +202.7% | +2.5% | +200.3% | +167.8% |
| All | +8,682.5% | +1,275.2% | +7,407.3% | +3,712.9% |
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 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