+135.2%
NVS vs SWK
-30.7%
+165.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.1% |
| 7D | -1.3% | -1.4% | +0.1% | -1.1% |
| 30D | +9.3% | +25.5% | -16.2% | +6.0% |
| 3M | +5.8% | +11.8% | -6.0% | +4.1% |
| 6M | +7.2% | +48.7% | -41.5% | +1.5% |
| YTD | +20.0% | +57.2% | -37.2% | +12.5% |
| 1Y | +25.4% | +75.3% | -49.9% | +16.0% |
| 3Y | +89.2% | +51.9% | +37.3% | +75.8% |
| All | +135.2% | -30.7% | +165.9% | +137.3% |
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