+220.3%
NVS vs SWK
+3.3%
+217.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.1% |
| 7D | +4.0% | -0.4% | +4.5% | +4.1% |
| 30D | +3.6% | -5.7% | +9.3% | +4.6% |
| 3M | +7.8% | +24.1% | -16.3% | +3.6% |
| 6M | -0.2% | +24.7% | -24.9% | -4.4% |
| YTD | +19.6% | +33.9% | -14.4% | +12.9% |
| 1Y | +28.4% | +34.7% | -6.3% | +20.7% |
| 3Y | +76.2% | +15.3% | +60.9% | +66.6% |
| 5Y | +111.1% | -39.3% | +150.4% | +122.0% |
| All | +220.3% | +3.3% | +217.0% | +176.5% |
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