+204.0%
NVT vs SWK
-25.5%
+229.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.4% | +8.3% | +8.1% |
| 7D | -15.7% | +11.0% | -26.7% | -19.7% |
| 30D | -36.6% | +30.1% | -66.7% | -43.5% |
| 3M | -34.8% | +14.7% | -49.5% | -39.0% |
| 6M | -38.2% | +44.5% | -82.7% | -47.5% |
| YTD | +4.8% | +59.4% | -54.6% | -15.1% |
| 1Y | -2.8% | +77.5% | -80.3% | -24.7% |
| 3Y | +119.5% | +49.5% | +70.1% | +73.5% |
| All | +204.0% | -25.5% | +229.4% | +217.0% |
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