+135.5%
NVS vs SWK
-25.5%
+161.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.4% |
| 7D | +1.1% | +11.0% | -9.9% | -0.4% |
| 30D | +13.4% | +30.1% | -16.6% | +9.6% |
| 3M | +5.4% | +14.7% | -9.2% | +3.4% |
| 6M | +9.6% | +44.5% | -34.9% | +4.2% |
| YTD | +21.5% | +59.4% | -37.9% | +13.8% |
| 1Y | +32.3% | +77.5% | -45.2% | +22.2% |
| 3Y | +92.9% | +49.5% | +43.5% | +79.6% |
| All | +135.5% | -25.5% | +161.0% | +133.3% |
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