+115.7%
NVS vs SWK
-38.7%
+154.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.0% |
| 7D | +4.0% | -0.4% | +4.5% | +4.1% |
| 30D | +3.6% | -5.7% | +9.3% | +4.3% |
| 3M | +7.8% | +24.1% | -16.3% | +4.7% |
| 6M | -0.2% | +24.7% | -24.9% | -3.3% |
| YTD | +19.6% | +33.9% | -14.4% | +14.7% |
| 1Y | +28.4% | +34.7% | -6.3% | +22.8% |
| 3Y | +76.2% | +15.3% | +60.9% | +69.4% |
| All | +115.7% | -38.7% | +154.4% | +115.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling