+210.7%
JNJ vs SWKS
+43.2%
+167.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.0% | -6.1% | -0.6% |
| 7D | +1.5% | +5.7% | -4.2% | +1.0% |
| 30D | +6.3% | +17.3% | -11.0% | +4.8% |
| 3M | +8.5% | +28.3% | -19.8% | +5.7% |
| 6M | +28.0% | +26.1% | +1.9% | +24.3% |
| YTD | +37.7% | +41.1% | -3.4% | +31.6% |
| 1Y | +47.9% | +31.4% | +16.5% | +42.4% |
| 3Y | +107.4% | +7.3% | +100.1% | +98.7% |
| 5Y | +97.7% | -37.7% | +135.4% | +101.8% |
| 10Y | +210.7% | +46.0% | +164.6% | +169.6% |
| All | +210.7% | +43.2% | +167.5% | +169.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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