+751.2%
NVT vs SWK
-16.2%
+767.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.8% | +7.0% | +5.6% |
| 7D | +10.4% | +0.1% | +10.2% | +10.2% |
| 30D | -1.3% | -8.9% | +7.6% | +3.4% |
| 3M | -0.6% | +20.5% | -21.1% | -10.4% |
| 6M | +53.8% | +27.1% | +26.7% | +34.3% |
| YTD | +60.2% | +30.2% | +30.0% | +37.1% |
| 1Y | +76.8% | +24.8% | +52.0% | +53.4% |
| 3Y | +191.2% | +16.3% | +174.9% | +147.8% |
| 5Y | +430.9% | -40.1% | +471.1% | +538.5% |
| All | +751.2% | -16.2% | +767.5% | +639.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling